How do you make Gif's work?

[Kat]

When I put a Gif in Sony vegas cause I wanna have one overlab my video or something the gif just keep all the last frames still on screen instead of properly you know looking smooth like the gif normally does...

I've tried a bunch of things just wondering if someone out there knows how to fix this because all I could find was something to do with photoshop and by that point I'm like I ain't got no money for photoshop.

Thanks if you know of anyway to fix this.