Is there a free tool that allows me to convert a Flash entity (like a Flash ad) into an animated GIF image?
Given the same caveat as Frank there are (apparently) several 3rd party tools that can do this.
Aunsoft SWF Converter
Source - word of warning though. That's an old (2008) thread so the products mentioned might not be available any more. However, it might give you a starting point for further searches.