First get the app for the animation here:

http://www.wincustomize.com/skins.aspx?skinid=2074&libid=29



Put Animated Shortcut folder in the Docklets folder (C:\Program Files\RocketDock\Docklets)
Put .png Image in the icons folder (C:\Program Files\RocketDock\icons)
right-click on empty spot on dock
goto add, Animated Shortcut
right click new blank-looking space and click customize
then click Set Image
Select the .png Image you just put in the folder
Set the Title and Path to what you need it to be.

Tadaa! Animated Icon


