Why can i see graphic effects before i copy them but once i copy them and try to use them like for my desktop it doesnt show the effects just the picture?

You cannot have an animated picture as a desktop background. If you have a gif image as your background I think it takes just the first frame.

you can have animated flash backgrounds, but you need flash and a program on the page i'm linking you to, here's one i made for my friends at PSC,
http://www.hallcross.co.uk/images/clocks/wallpaper.html