Welcome. It shouldn't be too hard to make the actual GIF with any decent image editing program anyways.
Gah! Screen shots, that never crossed my mind. Thanks man.
I use Gimp for pretty much all my images. As for the frames, I just capped those while watching. Any video player should have a built-in screen capture function.
What software(S) did you use to make that gif in your signature? I have been trying to figure out how to make one of those for quiet a while now lol