There are a few ways:
1. u can use create animated sprite command which will create animation from 1 image with several images on it. then u can use play sprite to play it.
2. the other way which i usually use is to load the animation images normaly then run them using if commands:
do
if ani>50 then ani=0
inc ani,1
if ani>10 and ani<20 then img=1
if ani>20 and ani<30 then img=2
if ani>30 and ani<40 then img=3
if ani>40 and ani<50 then img=4
rem show the same sprite with different animations according above sequence
sprite 1,100,100,img
loop
The code above is not tested its just to show u how its done.
(forgive my english) lol?! xD