Personally I have never created one, but a list of applications is at http://www.libpng.org/pub/mng/mngaped.html
The tool must produce a fairly basic VLC MNG; try using as few options as possible when saving the file.
<cue select="id('ani')" begin="0s" dur="1s">
<animate style:backgroundFrame="1;2;3;4;5;6;7;8;9" />
</cue>
<div id="ani" style:width="50px" style:height="50px" style:x="100px" style:y="100px" style:position="absolute" style:backgroundImage="url('1.png') url('2.png') url('3.png') url('4.png') url('5.png') url('6.png') url('7.png') url('8.png') url('9.png')" />