Non grainy images

Omagosh! Im so upset, because I want someone to help me out here!

Everytime I make a movie icon, and save it as a gif, it comes out all GRAINY!! Ive looked at a lot of movie icon tutorials and their icon comes out soo smooth and perfect! I use psp animation and image ready!

Ive made this one

its grainy, even though I used the same settings like in every other mini movie tutorial for optimizing!

I want smooth images (NOT GRAINY!!) like in booster_rocket's icons

everytime I make one in psp animation shop it comes out grainy!!! someone help me plz!