Multi-Gif Art

I've been wracking my brains and I can't seem to be able to get one of these to work.  It an artwork with 4 GIFs in them, but each GIF starts and ends with a still frame.  I can use Photoshop CS4 and CS5 and would love if someone could help me.  This is for posting on tumblr btw.

Example (credit to ohsexysaint @ tumblr)



Thanks in advance!