Ok, I finally discovered how to view & play animated GIF files
on "Windows Mobile".  (Also, the cell phone which I use is
the Cingular 8125 Pocket PC PDA phone).

Here is how:

1) Press "Start" menu
2) Select "Pictures & Videos" from menu
3) Select any animated GIF from your phone and press "View"
4) Select the "Send" option in the lower left corner
5) Select "MMS" from the account options
6) On the bottom of the screen, press the small green "Play" button

That should do it!

NOTE: The "Send" option in Step #4 above implies that you are
going to send the GIF file to someone.  However, you do not
need to send the file to anybody.  Just view the GIF file with
the MMS program and then cancel the "Send".  This seems like
such a complicated method to view GIFs, but it works.

If anybody has an easier way to view GIF files, please let me
know!

- Raul