In Poser 5, you create a Movie shader node in the Material Room and load the .gif or .avi into that. The shader can be attached to the Diffuse_Color or Alternate_Diffuse channels as a texture. You can plug it into other channels for interesting effects, also.

A word of warning, though ... I don't know if it's just my system, but P5 doesn't like it when my animation exceeds the number of frames in the .gif or .avi. For instance, if I'm using a 60-frame .avi for a texture, and I set the timeline to frame 63, P5 will lock up on me (I suppose because it can't find frame 63 in the video). The looping option in the Movie node doesn't seem to work. If you experience this problem also, either make sure the animated texture has more frames than your Poser animation, or use the Math_Functions and Frame_Number nodes to manually control the Movie node's Frame_Number channel and prevent it from going over the limit.