If you want to add transparency to an animated gif, surf on over to www.gifworks.com and follow the instructions there.
The site is an online gif animator and gif utility application.
You upload a gif you want to work on, and can edit, resize and do effects modifications on the image. You can also make any color appear transparent by selecting it via a mouse click. You then re-save the edited file.
It is easy to use once you play with it for a bit, and completely free.