You could also try cheap video editing software - drag and drop your burst mode pics into a film strip in a program such as Arcsoft's ShowBiz DVD or perhaps even the Windows movie maker will do similar things? Or Adobe Premiere Elements (but I've never used that)?
Most of those programs have free trial downloads, probably limiting your movie size to a certain amount. But if you're making movie clips out of your burst mode pics, maybe the free trial versions would do exactly what you want?
Animated GIF is also a way to go, but if you want to add sound you'd need a video editor. (I'm pretty sure)
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