Looping is hard-coded into the file. If the person who made the animated GIF did not add looping, you have two choices....
1) Find a specialized player that has looping as a playback option (web browsers have no options for playing animated GIFs).
2) Make your own. Use Preview to save each picture of the animation package, and then use GIFFun or other animated GIF building app to create an animated GIF with looping built in.
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I'm on a macbook air. I have a GIF on my desktop, and it plays when I press spacebar. It repeats when it's on my desktop, but when I open it in safari or upload it anywhere (Tumblr etc) it plays once then stops.
