Trouble saving animated icon

Okay, I have a pretty good icon animated icon and I'm having trouble saving. I'm using Imageready 3.0 and I click on 'Save optomized as' and the only formats that it will let me save with is 'Images Only *.png', 'HTML only *.html', 'HTML and Images *.HTML'. Am I doing something wrong or is some weird problem that no one understands?

Massi