Everywhere you go on the web today you run across sites that feature—or are built around—Flash movies. Have you ever built one? If you're curious to find out how to do that, well, the cost of entry just got a lot lower.
Effect Generator is a free online service that lets you build animated movies. While it doesn't exactly mimic the official tools used to create these guys, it's close enough to get the job done. Experienced users can build new movies from scratch, but if you prefer training wheels, they've got a bunch of examples you can remix and adapt to your purposes. All the goodies are drag and drop, so it shouldn't take too long to put your masterpiece—or at least you first attempt—together.
You'll need the Flash plugin installed your web browser to access this tool. And of course, a bit of artistic talent wouldn't hurt either.