There are a few ways to do what you want. I didn't test this code however I'm sure that it will work.

Dim num,td '<== frame number and time delay

Sub Object_OnLButtonUp(x,y,dragged)
If Not dragged Then
num = 1 : SetKey(1)
End If
End Sub

Sub SetKey(n)
Select Case n
Case 1 td = 200
Case 2,3,4,5 td = 10
Case 6 td = 100
Case 7,8,9 td = 10
Case 10 td = 12
Case 11 td = 15
Case 12 td = 25
Case 13,14 td = 8
Case 15,17 td = 0
Case 16 td = 6
Case 18,19,20 td = 5
End Select
If td > 0 Then Object.SetTimer 1,td Else Object_OnTimer1
End Sub

Sub Object_OnTimer1
Object.KillTimer 1
desktopx.object("frame").state = num '<== state names from 1 to 20
If num < 20 Then num = num + 1 Else num = 1
Call SetKey(num)
End Sub

As well as you may create the array with path to each of your images:

Dim frame(20),num,td

Sub Object_OnScriptEnter
For n = 1 To 20
frame(n) = "C:\My Pictures\image"&n
Next
End Sub

then use this code to change frames:

Sub Object_OnTimer1
Object.KillTimer 1
desktopx.object("frame").picture = frame(num)
If num < 20 Then num = num + 1 Else num = 1
Call SetKey(num)
End Sub

Best Regards.   

It works! Thank you Vad_M. I did need need to change a few things like removing Object_OnLButtonUp and moving its contents to Object_OnScriptEnter to start animation on load instead of on left click nothing major. The other thing I changed was actually my fault to begin with, the delay time as it was running way to fast. I realized that the duration that wrote down was supposed to be 1/100 not 1/1000 of a second, adding a extra zero to my time fixed that. And the last thing I changed was the frame numbers in Sub SetKey(n) as for sum reason even though that DesktopX: Scripted Animations tells that frame numbers start with zero that my animation would delay one frame too early, changing it so that it starts with One instead of Zero fixed that problem. After that the script was fully working for me.

I'm glad that all okay now.   

Have a nice day with DesktopX!