I'd recommend you to test this blog post:
Animated and transparent GIF’s for iPhone made easy!
http://blog.stijnspijker.nl/2009/07/animated-and-transparent-gifs-for-iphone-made-easy/I've not tested you. It will be great if you will do it and say here if it works or not.
Check this link - you will find answers on many questions including this one.
iPhone SDK Examples
http://www.iphoneexamples.com/