Exporting animation using Save for Web and Devices problem

The animation plays as it should when the "Play" button is pressed at the bottom of the "Save for Web and Devices" Menu , but when I Preview it the individual frames don't disappear once they've shown , so you can see them all at the end of the animation . This is also how they save as a .gif ( although using the "Save as html" option reverts to looking as it should , each frame appearing and disappearing in turn) How do I save as gif without this happening?Many thanks for any help