I think Janis didn't understood right what Firebrand meant... The sprites images doesn't need to be in Hexen's pallete, but they still need to be in 256 colors, otherwise the wad will force the color reduction and the colors will be lost. Janis is however, pretty right about the pallete conversion, but I still don't think it's necessary (I did the Centaur HS, for example, in 256 normal colors...). Anyway, to add the image in a wad replacing another, you have to:
Make a new wad and place there the files you want to be replaced. Select the wanted frame's name, and go to Edit and click in "Load Entry from file...". A box will appear asking you if you want to change the name of the entry, just ckick okay. Then it will warn you that the default entry's name is the same as in the main wad, so it will replace it in it, but don't worry. Then a list will appear, and there you can browse the directories and select the needed image. Now the file you be automaticly replaced by the selected one. And thank Janis for letting me know of this boring, but way easy method of doing it. <!-- s:D --><img src="{SMILIES_PATH}/icon_biggrin.gif" alt=":D" title="Very Happy" /><!-- s:D --> Hope it helps.