mini-movie question

I have a question and I'm really sorry if it's been posted before. I just started making mini-movie icons and I'm having a hard time putting the animation into the still image without it jumping around. Example is the icon below.



See how the animation shakes? Is there any easy way to get the screen captures in there perfectly? I'd appreciate any advice you guys have. Thanks so much!

P.S. And also, how do you get a border around the animation? Thanks!