Woah. That's big. I had a look at the .cap you sent David. You just can't get away with that many graphics in an application. Remember if either dimension of the image is over 256, it'll get put on a 512x512 sized texture by the graphics card, and after a quick look, I think every animation frame is going to be put on a texture that big. After a few calculations, you're basically going to try and allocate about 800mb of textures. Some people still have 64mb graphics cards, and not everyone even has that much system memory. You need to entirely rethink how you do your game and probably cut down the animation frames by at least a factor of ten.
I think one graphics card, the nVidia GTX 295, has a slim chance of fitting all that in VRAM (and this is just the beginning of your game I assume). It costs �400. You're going to have a tiny target audience if you carry on this way
Using separate objects won't help. Currently Construct loads all textures from all objects in to VRAM on startup. This should be improved to be configurable layout-by-layout in future, but that still won't help.