I'm going to assume you already have the pictures ready? and you only need to put them in succession and save it as a GIF somehow?
The program I suggest using, is Ulead GIF Animator (check your PMs). It could also be done in Photoshop, but I feel Ulead is more web friendly.
-When it first opens, click on the Open existing image file.
-Pick the first image you want your GIF to show (I'm also assuming they're all the same size)
-Click Add frame in the bottom toolbar, under the timeline
-Press Insert or go to File -> Add Image
-Do this for all the frames necessary
-Once all frames are done, change the Delay by double clicking on the 0.1 underneath the timeline thumbnail. Change the number to what looks the best.
And thats it really. Also notice the Tween
option, it makes the transition between frames smoother (but it may look weird, so experiment with it)
Though I must say, Flash is better to make banners with. GIFs are pretty outdated