can you post an image of your sprite here?
A character set in XP actually consists of 16 images. The rows, from top to bottom, are facing down, facing left, facing right, facing up. The columns, from left to right, are left foot forward, feet together, right foot forward, feet together. Or those poses in some order.
I'm guessing that maybe you just don't have all the images you need in the set. You can export one of the existing images if you want to see how they're made up.