I did it for years in elements 2 (yes, it's a dinosaur that just barely died on me).

Also, to answer the question--I don't know a shorter way than doing all the coloring stuff in layers and then copying merged into the file you'll save as a .gif

Yes, you can make animated icons in Photoshop Elements 6.:) I made only one, like the one above, but it took me so much time, because I couldn't make the new added layers (like the background in the one posted) visible in all frames. We don't have that option new layers visible in all frames, so I had to copy the layer with the background and the coloring for each frame. Them merge the coloring, the background and the frame. It's really tiring and time-consuming!

That's why I thought that somebody might know another easier way, that I might have not knew. But it seems that this is the only way you can make animated gifs in Photoshop Elements 6. ^^