How about the GIMP http://gimp.org/. This was originally developed for Unix but there's now a Windows version here http://www.gimp.org/~tml/gimp/win32/.
Here are a couple of tutorials for creating animated GIFs with the GIMP:
Alternatively, see here for a selection of freeware and shareware applications for creating animated GIFs. I haven't had a look at all of these myself but if you try some of them out, let us have your recommendations.