I'd have to think about this a bit more, and it would help to have a link to your page so that I could see the problem - both to be sure that the cause is what I think it is.
What I think is happening is that the slideshow loads the images ahead of time so that they will be ready when needed. But with an animated .gif, it starts playing the moment it is loaded. If it isn't displayed until later, it will be on its last frame, or at least well on its way.
I'm not sure of a good solution. One thing I would try is making (save) each individual animated .gif as an endlessly looping animation. But even though this should help, the precise timing might not be what you are looking for. A lot would depend upon how critical it is that each individual animation run (or appear to run) from one particular point to another.
Please post a link to the page on your site that contains the problematic code so we can check it out.
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