You can use sprite explorer to make sprites too. I highly recommend sprite explorer over sprite wizard. However, you can use either one.
Also, as a special treat, I'll link you to my very special Sprite-Making for dummies guide.
http://s10.invisionfree.com/breakthelimit/index.php?showtopic=61
By the way. I'm assuming you have some sort of paint program in order to draw sprites. MSPaint can do the job, but fairly poorly. Unless you have Corel Draw, Paintshop Pro, or my personal favorite Adobe Photoshop...you can use GIMP paint, which is a free program with several features Adobe Photoshop has. However, in my experience, GIMP is a bit more confusing to use than Photoshop or Paintshop Pro. You can also use Macromedia flash if you wanted for some rather unique sprites.
Anyway, this should answer any problems you have now or in the future. But if you have further problems that my guide doesn't explain, just PM me.
This is Logan, signing off!
*beep*