If you have Photoshop, use it for the rest of this project.
Anyways, in Photoshop, go to Image>Mode>Color Table and look at the first square. If the color in the square is not the same as the color in the background, then you need to fix that. By default, any sprite saved from PokeDSPic will have the background color as the first color, so you don't need to do anything. However, MSPaint messes the order of the colors up when it opens a sprite and that's why Paint shouldn't be used for this project.
You don't need to fix the Froslass, I'll take care of it. But keep this in mind for all future sprites.