You set your images as a different animations instead of frames.
When you open Edit image editor for your sprite on the right you have Animation window - just need to set one in here.
On the bottom you should have Animation frames window - there sn image of your sprite with "0" below it.
That number "0" is your frame number.
Animation plays and loops through animation frames. What you did is you have set 5 different animations with 1 frame each only.
Animations are for grouping stuff like: walk, shoot, run, jump.
Each animation is made of frames, like on the image here.shinkan2013-02-04 21:19:10