It's too complicated if you don't already have these utils, but just in case you do...
1. tmpgenc -> load the WMV, export to BMP
2. imagemagick -> use 'convert' to merge the BMP files into a GIF. There are probably other programs that can do this job as well.
3. Optionally, visit
http://www.netmechanic.com/GIFBot/optimize-graphic.htm to optimise the generated GIF