To save an indivdual image as a Gif, you use the command "Save Bitmap". The name suggests .bmp files, but if you just change the file extension to .gif it'll save fine.
If (and I think this is what you're really after) you're trying to produce a Gif animation from two or more bitmap images then I'm afraid I can't help all that much, though I'd be fascinated to find out how. I've been googling, and I came across these links. Not sure how much use they'll be, but you might get something out of them:
http://members.aol.com/royalef/gifabout.htm
http://www.wotsit.org/list.asp?search=gif
Edit
I'm not too sure what this is (or how to go about downloading) but it appears to be the homepage of an open source dll handling file format conversions. Might be useful??
http://freeimage.sourceforge.net/index.html
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