Thats a pretty vague question there really isnt a set answer maybe if you told what program you use someone could help you out.

I create every single frame in MS Paint, since I don't use flash and don't really want to learn it. When all the frames are done, I put them into an animation with Jasc Animation Shop, which I also use to adjust the single frame's properties.

Really, for me that's it. Paint and JAS. No other programs involved.

i could sworn you created a thread like this before. Download Macromedia MX 2004 and learn how to animate.

Anything that needs modifications I do in Photoshop and Paint, then i put all the frames together as a gif with either Jasc or Macromedia. Patience and accurate and consistent sprite placement are key.

I like to use The Gimp...
www.gimp.org
(free to download)
Just make a transparent layer for each frame, and save it as a .GIF
Make sure that u choose the option to replace frames while ur in the process of saving... it's kinda hidden... but it's a choice. This is good when u want to make animated characters...
If u want to do a big animation, you'll need to use the background in ecah frame instead of making it transparent....

Now... if u want flash... that is way beyond me