HTC Desire :: How To Upload Screensaver/live Wallpaper To Phone?

Ok its my 1st post and Ive just bought my 1st smart phone. I'm amazed and what it can do... And I'm also a COMPLETE IDIOT as to what it can and cannot do! I have my wallpapers on the desire now no problems there... Now I want to ADD a live wallpaper or screensaver to my phone. I do things the simple way I connected my phone to my pc (not sync) waited for autoplay and opened up the sd card and added (by making new folders) my ringtones, pictures, videos and wallpapers all work perfectly... and I'm very happy! NOW I have my football team gif that I want to run on my phone in the background just like a live wallpaper... I downloaded the gif from a website that said it was a screensaver for my HTC Desire! I cant find the live wallpaper folder at all (where the built in live wallpapers are) in order to add my gif to it... I made a second folder and called it live wallpaper 1st and then screensaver and in both cases it does see the file but will only let me add the gif as a wallpaper image and not a moving image/screensaver/live wallpaper. Do I need to convert it from a gif to something else.