You could prob do it with gimp, make the cigar picture static somehow so that it is constantly in the background while the other layers play as the gif over the top of it.
Signatures may not be bigger than 700x250, 1MB. ~Skorak
What you can do is import the image to a video editing software like Sony Vegas, VirtualDub or Adobe Premiere (I know for a fact that Premiere has this feature, but is bad in every other possible way so lol), edit in the gif/video file there and export it to GIF. It's a lot better since video editing softwares usualy have more options that would make the gif not look like crap. It's not pronounced jiff.