I had this problem a while ago and while I didn't solve it I did spot something in the jquery UI recently that I was going to investigate further. There seems to be a setting in the jQuery UI engine for setting things as hidden off-screen and I was wondering if that might get around the problem with IE not rendering animated gifs properly because they're invisible at render-time. My theory was that if it was visible but "off-screen" then IE might render it as animated but it would be invisible to the user.
The link is here:
http://jqueryui.com/docs/Theming/API
And it's the layout helper here that I'm thinking of :
.ui-helper-hidden-accessible: Applies accessible hiding to elements (via abs positioning off the page)
I can't vouch for this as an answer but it was on my list of solutions to try myself when I had the chance.
If you try this and have any success with it let me know :)