First of all,

Do you allready have a program to make animations?
If you dont have one yet, then you should try to download
Macromedia Flash MX or GIF Animator.

Those programs work with frames, you have to make every
single frame. If you use FIG Animator, you could do it in paint.
If you use Flash, you can use Flash to make the frames.
(You can use other programs too to make frames, like Adobe
Photoshop.)

Macromedia Flash MX allows you to add sound in your animations,
but with GIF Animator you can not add sound.

Hopes this helps.

Download Macromedia Flash MX 2004 from Emule or any other sharing program. This program work with frames. When you make another frame, you need to change the sprites, and then do the same thing over and over again until you get an animation. The program also support sound effects, if you want to use sounds, you need to go to -File- Import to stage/library and drag the sound to the frame.