Maybe there's still something else interfering with the animations. It would sure help a lot if you shared the cap.
Other than that there's a pretty easy way to use animations with a dummy sprite. Just give your Dummy (the placeholder) all the animations of your actual character sprite - or rather those that can be tagged. For all those animations use one and the same frame, so the placeholder won't actually change shape or appearance.
So you'd have animations like Walking, Jumping etc. on your dummy and your character sprites. The exact same animation names. Now add the proper tags to the animations of the dummy, which is the object which actually has Platform Behavior. If you don't know about tags they can be set to the left in the properties bar when you click on an animation name. So your jumping animation gets the tag Jumping of course and so on...
Now all you need to do is set the animation of your character to the animation name (sprite.animname) of your dummy in an always event. You can see a setup like this here: http://dl.dropbox.com/u/2306601/tut02.rar
Sorry for the german names in the cap, but it's part of a german construct beginner's tutorial I made a while ago.