It's not hard, as you can easily see they've been lazy as hell. The hard part is making the art, as it needs to be made seperatedly, the animated parts is one, the guy is one, the background is one. The animation is easily made, just takes time. If you look at it, it's just a single image they've used photoshop on.
Uh, Seisai... I think stormwing was thinking she was Tohno Akiha from Tsukihime is all. While they do look similar, its probably just the hairband and the flatche- *burns*
This is an especially well-done animated gif, IMHO. There's a much greater sense of motion than it many photoshop still images, as the legs, torso, and eyes all have enough movement to convey an overall impression of life.