Easy way to do it is get tileset maker.
http://www.geocities.com/kzsite2/
And get virtual dub.
http://virtualdub.sourceforge.net/
Model your character or object in a modeling program then export a avi of the animation you want keep the avi rez bigger then the actual size of images you'll want to use on for the sprite.
Convert your avi into a series of .bmps with virtual dub.
Then import your images into tileset maker
and make one tileset 1 x whatever you need then do something like.
load image "name of file",1
create animated sprite 1,"name of file",1,(whatever the last frame would be),1
set sprite 1,1,1 (if you want your sprite transparent)
do
play animated sprite 1,1,(whatever the last frame would be),50
loop
when you make avi don't use compression to keep the frames clean after you have the bmp sequence into tileset maker and make a tileset
you can open the tileset in any photo editing software and just resize the whole image down to what rez you need to use that way you'll keep the image quality up and won't look all jaggy.
