BBM Animated has gathered properly sized animated gifs on their site for you to download. Navigate to the site from the link below, pick out which avatar you'd like to use, and save it to your BlackBerry. From here you can open up your media folder and find the saved gif, open it and hit your menu button. Choose "Set As BBM Display Picture" and you're all set. You can also change the avatar from BBM directly. Go to your profile and click your current avatar, which will open up your pictures folder. Choose the gif you downloaded and you're done.
The team at BBM Animated has gathered quite a few animated gifs for BlackBerry addicts to download and enjoy, and they have plans to add more in the near future. You can see what they currently have to offer at the link below, and be sure to check back later for more!
Source: BBM Animated Avatars