IMPORTING CHARSET PROBLEMS

I made a sprite sheet in paint, on a white background. The sprites are little bigger than the RTP, but not by much. I save them as a bmp file, and open up RPG Maker 2003. I'm not sure whether to import them as a PNG or a BMP, but I try both. And each time when I try to test it out by using the sprite for an event, it's either cut off, or blank completely.

Edit: I just tested it out in RPG Maker XP, and it works somewhat better because all of the frames show up, but the square cuts out some of the parts of the frames. Which is telling me the sprites are too big.

Is there a trick on making bigger sprites? Because I want to make some even bigger than these eventually...
What should I do?

Edit: I just tried in in RPG Maker 2k3 with the grid, annnnnnnnnnnd...it worked. Why does it move fast tho?

I still want to know why tho. How did people find out how the game recognizes where one frame ends and the other one begins? Because I'm guessing that grid didn't come officially with RPG Maker, so someone had to make it.

And I'm still curious if there's a sprite size limit in RPG Maker 2k3. I heard XP didn't have one.

Thanks for the help Griever.