Have you tried using a program like this?
http://www.cequal2000.com/coolie/coolie_editor.htm
You can also try the manual way:
One way to create a movie is to manually combine multiple BMP format bitmaps into a single DIB file. Use a program which supports the BMP file type (Paintbrush, for example) to create several bitmaps, one for each frame of your movie. Then, use the COPY command to concatenate the BMP files into a DIB.
The following statement combines every BMP file in the current directory, in the directory order, into a single DIB file called ANIMATE.DIB:
COPY /B *.BMP ANIMATE.DIB
The next few statements copy four bitmaps, BITMAP1.BMP, BITMAP2.BMP, BITMAP3.BMP, and BITMAP4.BMP, in that order, to a DIB file called MOVIE.DIB:
COPY /B BITMAP1.BMP MOVIE.DIB
COPY /B MOVIE.DIB+BITMAP2.BMP MOVIE.DIB
COPY /B MOVIE.DIB+BITMAP3.BMP MOVIE.DIB
COPY /B MOVIE.DIB+BITMAP4.BMP MOVIE.DIB