As Gnome suggested. By the way, you can make your sprites load a little faster by leaving out the filename once they've been loaded the first time. (when GM sees the filename in a sprite command, it assigns the image to the sprite. But if you've already assigned the image to the sprite, you don't need to do it again.
)
Also, when loading sprites in bulk, by giving them all a negative value except for the last one loaded, they'll load slightly faster. Take a looksy:
MOVIE 0 0 Airtight Box.MP3
s1y = 80
s2y = 140
s3y = 205
s4y = 265
s1x = 5
s2x = 5
s3x = 5
s4x = 5
SPRITE -1 s1x s1y UpArrow.gif
SPRITE -2 s2x s2y RightArrow.gif
SPRITE -3 s3x s3y DownArrow.gif
SPRITE 4 s4x s4y LeftArrow.gif
ON TIMER 10
 s1x = s1x + 2
 s2x = s2x + 2
 s3x = s3x + 2
 s4x = s4x + 2
 SPRITE -1 s1x s1y
 SPRITE -2 s2x s2y
 SPRITE -3 s3x s3y
 SPRITE 4 s4x s4y
END TIMER
I've also mapped the Y locations to variables in case you decide to change them later. (less code to alter) I usually do the same with sprite names too, but there's no need if you're not gonna be changing the picture.