All animating follows those rules. Are you trying to animate an already existing ESF model or make your own and animate it. If you are animating a previous model, just follow shijing's tutorial. Basically you want to export the .SMD and then use the selection tool to select a joint. Go into animation mode and rotate it until you play it right and then go to: Animation then Set Keyframe. Now basically you have your first frame, use the bar on the bottom (with notches) to go to the next keyframe. Now not always should you go to the very next frame. You can skip like 5 or whatever you want (comes with experience) and then set another keyframe for the next movement. Now what is done is that MS3D "improvises" by filling in those keyframes skipped. So basically it will fill them in for you so that your model flows.
e.g.
Your first keyframe is idle (didn't move anything). Now skip 15 frames and move the arm straight out and set that frame. When you use the play button it will move from idle position to the arm moving outwards slowly (hard to explain, just try it).
My suggestion is to open up one of DT's animated models (ones that come with ESF) and see how he made them (hit the play button). You do this by decompiling the model and then going to File then Import SMD and if you go into the folder you should see numerous animations, all which are named and easy to understand what they are for. Really, animating takes a lot of patience and experience. It's a lot of judgement, if you are good, you can usually make it on the first try.