How do you make those interactive banner things? that the pictures change in?

Answer 1

I think you are referring to what is called an animated GIF file. They are created by assembling a series of graphic images and then setting controls for how quickly it changes from one to another.

Making them is not very difficult. You need a program that creates them. There are lots of them, some of them even free. Google the expression Create Animated GIF.

Best of success.

Answer 2

Those are gif images. I think I recall seeing sites for making free banners. To be honest, they look good but *won't* direct traffick to your site. Like, initially they don't hurt but they're slow to load.