It seems that your first language is not English and it is hard to understand what you are trying to say. Your name is Sergio -- do you speak Italian? Se si, scrivi in Italiano, e possibile che posso aiutarti :)
In the mean time, why do you need a .gif file - website? I don't think one can save a Particleillusion file in .gif -- you'll have to do that in a program like Photoshop or the free Gimp2 image editor. But this could be a lot of work depending on how long the animation is because you'd have to first save the effect in PI as a PNG sequence with black removed/alpha channel.
Then... you'd have to convert each .PNG into a .GIF and make sure you have them numbered exactly as created - 1.png to 1.gif, 2.png to 2.png, etc.
You are better of creating a Flash file if you have the software to do that -- first an NLE (video editor) to create the full animation and then some Flash compiler/encoder (the only decent free one I know is RIVA).