So, you have the software that displays it correctly. But other's don't have the software so it comes out like above. Correct? Your software is saving it as a single JPEG.
I think you'd have to save as a Quicktime, Windows Media Player or other video format. You could also try an animated JPEG but it's not completely self contained....
http://www.vvcool.com/animator9/java_vs_agif/java.htm