See title and help me.

Install Fraps to record replay to video.

and then...?

save the video as a gif :|

And then...?

XD

upload it as your avatar :|

how hard can it be to figure out

If only it worked like that.

Get a video recording software compatible with Mac, record a video, get some software that can convert the video file to .gif or to frames and get them together.

You can convert things to gifs in the terminal. That's what I do, it generates VERY high quality gifs with the 256 colors it can have.

If you have some recording software that can at least save to a sequence, save them in a folder, and in the terminal type

convert *.png -set delay 5 replay.gif