The only way i know to make a gif is to go frame by frame. I have Photoshop CS4, is there any simpler way to make a gif other than frame by frame?

Don't think you can do that in photoshop.

If you, for example, have an image on frame 1, and on frame 10 you have the same image but you moved it 200units away. Then frames 2-9 wouldn't automatically get adjusted with photoshop, however you can do that with a Flash program. I know you can export gifs with adobe flash, not sure about the other programs.