okay, it depends on which fighter factory version you have.
Ultimate: click on the sprite button, then you'll see a green - and a + sign besides the first scroll bar you see on the left-hand side of Fighter Factory
and obviously the - is to take out sprites and the + is to add sprite
Classic: Basically the same thing only that the buttons are on top of the scroll bar
and their isn't a - or + sign, when you hold your mouse cursor over the button that has a big red X on it, I'm pretty sure thats the on to remove sprites, and either of the ones beside it is probably the one to add sprites
I'm sorry if I didn't help on the classic part of it, Its just that I use Ultimate, not Classic