I don't quite believe our current versions of DirectRT can play a .gif file unless the file is specified as being an animation. If the file is specified as being an animation, I'm not quite sure if the region specifications set to it will still work - I imagine that it shouldn't have a problem doing so though.
You may want to see if the following page helps - simply skim down to the section that discusses animation and movie files:
http://www.empirisoft.com/directrt/help/directrt_stim.htm
Just about any files that Windows Media Player can play, DirectRT can play through as well. Using a .GIF should be possible, as long as you specify a '_' character before the stimulus.