Are the animated user pictures a flash file?

animated gifs.

If you want some, here might be a good place to start:
http://www.reddit.com/r/gifs/

But how would I make my own?

You can make them out of still images using sites like this:
http://www.makeagif.com/

photoshop can make them:
http://www.wikihow.com/Create-Animated-GIFs-Using-Photoshop-CS3

If you happen to have the flash IDE, then you can export flash movies as gifs from within flash.

Theres a nice free image editor called GIMP, which is quite popular, which I believe can make animated gifs, though Ive never tried it myself.

I just realized, I suck at making visible gifs, or gifs at all.

The Gimp (gimp.org) is a free photo editing program that can also make .gif files, not sure how easy it is to use though