First I would like to point out that converting animated gifs to flash is one of the worst things you could do. You lose compatibility (iphones, for example DONT support flash), you don't gain anything in compression, you really dont make the images scalable, unless you redraw them. But I Know there might be other need that I am not necessarily aware of.
Anyway, here are some steps to follow:
1) use Fireworks to export each frame of the animated GIF as it's own separate GIF image
2) create a new flash file , set movie to 30fps.
3) import each of the single gif as a NEW KEY FRAME in FLASH ( in the order that they appeared in the animated gif).
3a) Here is where you may need some math and minor FLASH knowledge, How long do you want your animation to be? For example if you have 10 GIFs to create 1 sec of animation at 30fps you will need to create two extra FRAMES for each KEY FRAME you created (see step above)
4) Since the you want the frame to loop, on the last FRAME add the following action goto(0);
5) export as SWF.
hope that helps