You can use some site but I don't really like those.
Theres a few steps to this. First, you have to download the video. Mediaconverter.org does the job. But be careful of YouTube copyrights. Then to to file -> import video frame into layers, select the range by holding shift or just click okay. Delete some frames and layers if you want, edit, etc. Then go to file -> Save for Web & Devices, click gif and save it. It should work