good question, i was wondering the same thing myself.. i searched around and
this page says animated display pictures will be shown as static (the same thing as justincredible said). so i just tried it with my messenger 9.0 and my friend on messenger 8.0, he was only seeing the first bit of my animation, only the first frame i guess
shouldnt be a problem once live 9.0 is out, everyone will upgrade quickly, then we can all use animated display pics