While it is possible it is a configuration issue of MSIE 3.02, I think not. Harry's "Area-51.org" has several members with AniGIFs in their signatures. None have to be re-downloaded before I can view them. Please look into the coding on your end to see if there is a way to improve the page's efficiency in being drawn.
I want to repeat my position on the ads. I think that we all have to realize that there needs to be some financial support of an effort like MarsDawn. Harry has been very generous in giving free space and access, but that cannot be counted upon and taken advantage of forever. If nothing else, he deserves some compensation for his time and efforts. Running ads on the home page alone is a good idea. It may also be possible to include product placement in the storyline like EON-4 was almost successful at doing although it will take some creative writing to make that believable and relevent to the story.
The advantage MarsDawn has over the commercial ventures is that it does not have to worry about meeting a payroll. That keeps the costs down a lot and makes it much easier to budget for advertising space. It gives you the flexibility to start small and find the best mix of advertising and content without spoiling the show. Good luck. I am confident you will do well.