Okay. The problem has nothing to do with importing sprites... everyone has been giving you advice on setting your hotspots and cropping and whatnot, and that has nothing to do with the animation issue. So if you want relevant advice, you need to ask relevant questions
The problem you're having is it appears that the animation tags aren't working properly. Using events to set the animation works fine.
Secondly, there's an issue with your sprite intersecting the ground because the second frame of your walking animation is a different size than your first frame. So, when frame 2 shows up, Mario falls a little bit, then frame 1 shows up, and suddenly Mario is stuck in the ground and the Platform Behavior has to push him out. This is interfering with your animations as well.
To fix this you should use a separate bounding box for your platform behavior object. Make a plain rectangle and use that instead of your animated Mario sprite. Since the rectangle has only one frame of animation it won't change size, and therefore won't intersect the ground and cause weird behavior.
(In an upcoming build there's a plan to have separate collision boxes that you can draw in the Picture Editor so you won't need to use a separate sprite, but until then this is how you'll have to do it.)
Third, your animations were too fast, I slowed them down to 10 frames per second. I also added a second angle and some events to change the animation. Works fine now:
(link removed)
Let me know when you get the file so I can clear it from my dropbox. And may I recommend you check out my Platform School tutorial? It explains this kind of stuff in detail.