What programs do we use to make it into movies

You will need a video editor that accepts image sequences as import. Most modern video editors do. I have a copy sony vegas hd and it does the trick.

Heya.
I use Krita for 2D and Blender for animation.
I am doing a mixed 2d / 3D intro for my small game and it is working very well.
With blender you can rig your picture very easy and animate seperate parts. Record in any format, transparent BG, whatever you want.
Here a setup for animation from me, and how i did the layerstuff.
https://twitter.com/Beams_Game
And here a partial finished thing with audio, all done with krita and Blender https://www.youtube.com/watch?v=KZmr5juF5vo