EDIT: Taking a closer look at it; I guess I shouldn't post when in such a hurry.
Generally, I never use DISABLE ESCAPEKEY unless I provide a way for the user to exit the game. The way it ran, the game hung up and I had to CNTRL - ALT - DELETE to get out. Normally, I will check keystate(1) for this.
Instead of using 9 different covers, why not use an array (like this)
dim Cover(9) as HealthPool
instead? Then you can do things like this:
for c = 1 to 9
Cover(c).health = 50
next c
and this
SprNum = 4
for c = 1 to 9
If Cover(c).health <= 0
Delete Sprite SprNum + c
EndIf
next c
which take less typing and are easier to read.
As to the sprite frames problem, it seems that you are creating the animated sprite frames fine, but that you do not actually animate the sprites. In this case, it might be easier to grab the sprite images yourself, instead of using CREATE ANIMATED SPRITE. Setting the sprite image at that point should work fine.