Yes, I know how to do this. You save the file as GIF to your SD card ( most likely you're in your browser and find one you like, so you select it and click save image)...
Now using GoSMS Pro, hit the paperclip icon (to choose an attachment) and DON'T select picture, select OTHER FILE and browse to your GIF and send it that way. You'll get use to it. If your friends use GoSMS Pro, they'll see it as a GIF right in their conversation view, if not, it shows up as a gosms link they click and it shows up. Hope this helps!