Erm. What exactly do you need help with? There were a couple of very painfully easy tutorials (I should know, I needed one of them, LOL). I can hunt them down if you like.

Well, the only way I know how to explain it is like in a tutorial... and since you said you can't understand those, I don't know how I can make you understand my explanations! :(

Okay. You want to make a movie icon. That usually consists of a non-moving bigger
part of the picture, and a small, animated part.
First of all, you need to get your hands on a clip of the movie/video/tv series
scene that you want to use as the animated part. There are several ways;
sometimes you're really lucky and can use an already existing .gif animation that
somebody else made. You can also make screencaps from a video clip (for example a
Quicktime or Windows Media Player video clip). The long and hard way to make
screencaps is stopping the video, pressing the "Print Screen" button on your
keyboard (the one directly following the F-keys) and then pressing control+v
while you've opened the graphics programm you're using; the picture you just
"capped" should show up then. You can do this repeatedly: manually move the video
forward one frame at a time, then make a cap, move it forward again, cap again,
and so on. I don't know which graphics program you're using, but paintshop also
has a cap function which you can use to make several caps in a row, and not only
of the whole screen, but of the video window only. There are, however, several
posts and tutorials in this community that explain screencapping in detail, and
since I'm not really good at that, I'll leave that to other people and hope you
find a post that can help you concerning the caps.

Next step is making the icon by using the screencaps. I can only explain this for
Paintshop (including Animation Shop), since that's what I use, and I don't know
how far this can be applied to Photoshop, but I highly recommend Paintshop, so
try to get it if you haven't already ;)

Well, once you have the pictures that will later build your animation, you have
to make up your mind about what part of these pictures you want to use. You might
have to cut out a certain part of the picture, because your pictures might
include the surroundings of the video player you are using. Or maybe you only
want a certain part of the picture, a certain person or movement. If you decide
to cut out parts of the pictures, make sure you always start at the same
coordinates (when you use a cut-out tool, Paintshop shows you in the lower left
corner which x- and y-coordinates your cursor is at) and that you always cut out
pictures that have the same size. If you want to change anything else about the
pictures - colour, contrast, all that stuff, do it now. If you use Paintshop and
Animation Shop, you don't have to resize the pictures to the right size yet. Once
you have all the frames you want to use for the animated part, open Animation
Shop. You can now either use the Animation Wizard (somewhere in the top left
corner) to build your animation, but for that you'd first have to save all the
animation frames you made in Paintshop and then open them using the Animation
Wizard. The other option is to manually copy-paste all the pictures into
Animation shop: click on what is to be the last picture of your animation in
Paintshop, then press control+c, go to Animation Shop and press control+v. Last
pic of animation shows up. Now select and copy the second to last pic in
paintshop, go to animation shop, rightclick on the first pic there and choose
"paste as new frame". The second to last frame shows up before the last. Continue
this until you've build up the animation from last to first picture. Now you've
got your animated part. You can now select all frames and re-size them in one
step: go to animation --> resize animation. Note that the size must be smaller
than 100x100 pixels, but usually it's only half as big as the entire icon, or
even smaller. Just try several sizes until you find out what looks best. Now you
also have to choose how long every frame should be displayed. For that, select
all frames, go to animation --> frame properties. There you can change the
display time. For a fluid movement, the number is usually around 10.
Now you should have a fluid animation in the size you want. Save this animation,
just to be on the safe side.
[to be continued...]

Hm. Well, if your computer has a dvd drive, you can cap from a dvd as well, if you've got the software to play dvds. Depending on what kind of icon you want, sometimes you can also use scenes from trailers or movie clips that are available for regular download somewhere on the net. What are you planning on making?

Uh... that's a tough one. Well, depending on the band/artist, sometimes you can get music videos directly at the band's or artist's homepage. The icon I'm using here is a cap of a Robbie Williams video which is available at his official homepage. Maybe you're lucky and find an official source for the video you want to use... otherwise, get kazaa lite ;)

Any Video Converter can grab clips from YouTube.

Hm... no, I'm sorry. I don't know a lot about video stuff. But I recommend looking at some shareware sites and see if they have programs for it.

YES! Thank you sooooo much! I've been spending months searching for the answer, and you finally answered it! Thank you!

...I would never have looked there to turn off the overlays. TT_TT I'm a bit stupid like that.

Now you should make your background image. This is basic iconmaking. Do whatever you want, just make sure it's not larger than 100x100 pixels and remember that a large part of it is going to be covered by the animated part. Decide where you want to put the animated part: in the corner? In the middle? It doesn't really matter, just create a complete background picture, then copy it and paste it into
Animation Shop as a new animation (just press control+v). Now, in this new animation that only contains your background picture, you have to increase the number of frames until it has as many frames as the animation part of your icon.
So, for example, if your moving part has 11 frames, repeatedly copy the background image and paste it as a new frame until you've got 11 frames of that, as well. Now comes the part where you add the animation to the background. Select all frames of the animated part, and select all frames of the background picture animation. Now simply drag the first frame of the animation onto the first frame of the background, move it where you want it to be and let go. All the other
animation frames will be arranged in the exact same place on the according background frames. Voila, you should have a mini-movie icon. All the other stuff you can do, like frames and decoration and fading, is just learning-by-doing. Good luck! ;)

I hope this was understandable, if not please don't hesitate to ask. =)

Oh, hi! Thank you! =D Actually, this wasn't even a tutorial. I wrote two real tutorials on mini-movies, the first can be found here and the second is still on icon_tutorial, here.

You can download a trial version of Paintshop and Animationshop at http://www.jasc.com, but they'll only last for 40 days or something...

I am trying to do the same thing (I have Photoshop) and I always get it to work in ImageReady but then when I try to transfer it to the internet it doesn't work. I think what the problem is is that I am not trying to make an icon but insert an animated GIF onto a banner that is 180x450. I have seen banners that big though before with an animated GIF so I'm not really sure what I am doing wrong. Anyone have any suggestions? Thanks.