There is a byte flag in the header somewhere of an animated Gif file that indicates how many times to play it. If it's set to 2 then well it runs it twice. If you want it to loop forver you need to set it to 0. That's a (not so) secret code used to say 'play forever'.
You could use any image editing tool that also supports animated gif, like Paint Shop Pro, to change the playback count.
I use Gif MovieGear from Gamani, http://www.gamani.com
You could perhaps also do that in Pixel Image Editor (not sure). Try http://www.thebest3d.com/pixel