Animated GIF files require a special resizing process to still be animated when they're resized. And, as awesome as this forum software is, it can't do that. So, if your animated avatar is bigger than 125x125px, it'll be resized, and won't be animated anymore.
Best thing you can do is resize your avatar yourself, to be less than 125x125px. I think Photoshop can resize an animated GIF properly, but I really don't know.