I'm really not sure what the deal is, Bun. My avatar are all linked from imageshack via Firefox Imagebot and I've had no problems here, but then again, mine isn't animated. I'd imagine the site also has no issues with animated images because many of the smileys are animated. It could just be a forumotion not liking your ordergaming FTP, or maybe there is some sort of loading time restriction that I don't know about.
You could try posting it as a sig and see if that works. If it does, it must be some kinda avatar restriction that can't be changed. If not, it's a hangup in the works between your o-gaming and forumotion.
BTW, is the avatar 150 x 200 pixels or less? If not, that would be why it isn't working, because that's also a restriction that can only be lowered. :-/