I was wondering why is that file so big(6 MB) and how do I avoid that?
And second, I was wondering if there is a program that takes scenes from a video and make it a .gif picture(with good quality that is)

Photoshop can convert movies to GIF, though I've only tried it once with a small clip.
 
GIFs are not very good with compression, and they are meant for small animation graphics, like smileys. Your animation is 170 frames long at a very large resolution for GIF files; the file is bound to be bulky. And GIF is a very old format with very limited colours, so you cannot make very good videos with it.
 
Take for example the GIF in my signature. It has but 41 frames @ 72x40px and is still 14KB. Your is not only larger and longer, but also contains a larger range of colours (which I think takes up more space).
 
That being said, I really like the video in your GIF. Where'd you get it from?

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Glomping the internet populace.

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http://www.google.fi/search?q=avi+ [...] utf-8&aq=t

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Dead Fantasy
 
Dead fantasy 1&2    http://www.youtube.com/watch?v=ryH1TB4gEUY
Dead fantasy 3   http://www.youtube.com/watch?v=OTAA3_B9BOA
 
Trust me, you'll like it ;D
 
 
Oh BTW, can photoshop CS2 convert movies in .gifs?
if so, what is the step by step procedure?
 
Thanks in advance~

I don't know about Photoshop CS2, you may need ImageReady with it ... and it's been a long time, I don't quite remember how to use it.

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Glomping the internet populace.

One forum at a time.

 
Try 2 use VideoAvatar. Really good programm. And it's not necessary 2 b a programmer to use this tool.