Well, I've been trying to make a Pokemon hack with the Pokemon replaced by Mother characters, sort of like the hacks Touhoumon Puppet Play and Mariomon. But I've been having problems inserting a sprite; when I try to enter one to replace a Pokemon this turns up.

Just to make sure, you're trying to replace the Pokemon, right?

LaDestitute :  Exactly, Pokemon sprites. When trying, I got that error, and I don't know how to "index" images.

You won't even have to index the sprites if you download this and follow my instructions:

http://filetrip.net/gba-downloads/tools-utilities/download-advanced-series-f9563.html
Advanced Series: A set of tools used to edit Pokemon battle sprites and icons, as well as correcting battle positions for custom/fakemon inserted in the game.

1. Download the toolkit I posted above this set of instructions.
2. Open up the Advanced Pokemon Sprite Editor program after unzipping the file.
3. Load your rom into the program.
4. In the dropdown box under "Species Name:", look for the Pokemon sprites you want to replace. You can also use their Gen III national pokedex number.
5. Go to "File>Export Image" at the top and save it. Edit your sprites into it using GIMP, Photoshop, Paint dot Net, etc. With the normal front sprite in the first 64x64 block, the shiny version in the second 64x64 block, the normal back sprite in the third 64x64 block, and the shiny back sprite in the fourth and final 64x64 block. Save the sprite.
6. Click the "Edit" button and click the "Import All" button.
7. Click the "Synchronise Palettes" button and then click the "OK" button.
8. Click the button that says "Find Free Space". See the offset that appears under "Write to Offset:"?
Copy that into the "Start Offset:" field and click "Set Write Offset".
For example: I got the offset 0x1F7F44. So, in the "Start Offset:" field, I typed in 0x1F7F44.

Click the button that says "OK", and exit the program. You're done. Hopefully, if you followed my instructions, your sprite came out fine

LaDestitute : It worked well. Thanks!

Ps, if you need to manually index sprites (for whatever reason, such as with working with other types of sprites), you can download IrfanView to do it.

1. Open up the image using IrfanView.
2. Go to "Image" in the bar at the top, and select the "Decrease Color Depth..." option.
3. Select the "16 Colors (4 BPP)" option and UNCHECK the tickbox for the option that says "Use Floyd-Steinberg dithering (for max. 256 colors)". If you don't uncheck that tickbox, it'll mess up your sprite badly and make it look very pixelated.
4. Save the image, and I suggest as a seperate file named something like "[SpriteName]Indexed".