This tutorial shows you how to make an animated GIF out of any video on Adobe Photoshop CS3.
If you are having problems with the video not showing up, then: Does the video file work in other programs, and do any other video files work in Photoshop? You might have a codec missing or it could be a rendering problem. You just need to find the source of the problem (i.e. find out if another file will work in CS3).