What am I doing wrong in XNA?

I'm trying to create a platform game for Windows using Microsoft XNA Game Studio 3.1. I downloaded a program that allows you to use GIF image files in XNA called XNA Gif Animation Library, but when I reference certain files such as XNAGifAnimationLibrary.dll, I get an error message that says "Cannot autodetect which importer to use for "XNAGifAnimationLibrary.dll". There are no importers which handle this file type. Specify the importer that handles this file type in your project." How do you fix this error?