Hi,
Let me give you a tip about your gif making
Delete double frames, then give each frame a delay of about 0.1 seconds (a bit more or less depending on how you see it fitting) [The start or end have more sometimes]
With this the animation will be smooth
The second effect is you can save it in a better quality
For the change from last frame back to first, you can do:
1. put 3 frames after the last one
2. create a white layer
3. on the first of the 3 new frames the white layer (on top of the other frames, beneath the border) has an opacity of 40-70, the next frame opacity 100, third of these frames opacity 40-70 but beneath there has to be the first frame activated.
When it's done it looks like this, but you could do it in better quality since I just made it from the gif:
http://img5.imageshack.us/img5/8671/84962529.gif
If you want to know something about gifs you can always ask me