I think your problem is that the x,y coordinates you give to a sprite are taken to be those of the top left hand corner of the sprite. Thus, you will probably find that the top left of your picture is in the center but this gives the impression of being in the bottom right. What you need to do is to use the offset sprite command. This allows to too deturmine from where the sprite is drawn. Thus I would try some code like this:
load image "media\Crosshair.png",6
sprite 66,screen width()/2,screen height()/2,6
offset sprite 66,sprite width(66)/2,sprite height(66)/2
Hope this help.