Many of your sprites have white backgrounds, and when you try importing them in and you select white as transparent bits of the sprite go see-through... In your re-colour pack try Theif03 (the White one and see what I mean)
But other than that your sprites rock...
To get around this:-
If your using photoshop
1. import the Base sprite (File open and locate the sprite)
2. Once open go to Image (top of screen, tool bar) then Mode and chage the sprite to RGB
(You will now be able to create multiple layers and so fourth.)
3. On the Painting tool bar (thats normally on the left of the screen) select the pipett
4. Pick the colour on your sprite you wish to change
5. Go to Image on the top tool bar and select Adjustments and replace colour
6. Play with the bars on all 3 light settings (Shadows, Highlights etc)
7. Once done go to Layers and Merge VISABLE (So the Background stays checkerd
8. Then save the Image as a PNG file