It sounds to me you don't have the docklet for animated icons. It can be found here https://www.wincustomize.com/skins.aspx?skinid=2074&libid=29&p=3 . Instructions for downloading:

"Here is my attempt at a tutorial:
1)download and unrar/unzip andreasV's package.
2)copy contents of folder (globe.png and anishortcut.dll) to "program files/stardock/ObjectDock/docklets/animation" folder.
3)Now, when you right mouse click on your dock, and then go to "add entry" you will see "simple animation docklet" and "animated shortcut". the "animated shortcut" choice is the one you want to choose.
4)after clicking, a "configure animated shortcut" box will pop up. click in the 'path' box and delete everything. Then you will want to put the path to your program in the 'path' box. A simple way to do that is to navigate to the program in explorer, then copy the address from the address bar (it will look something like c:\program files\jvpowertools\) then add onto the end the name of your executiable. In my example it is c:\program files\jvpowertools\jv.exe.
5)next you want to put your animated icon image in G:\Program Files\stardock\ObjectDock\Docklets\Animation folder (or where-ever you put your stardock folder).
6)Finally you want to click on "set image" in the 'configure animated shortcut' dialogue box and choose your animated icon that you put in the "animation" folder in step 5."

Tutorial by bburl.

Let me know if that works or if you have problems.

G3.