This is actually a problem of 2d graphics in general, not just these two packages. As far as it not saving in particular, I'm not sure. But I took a look at the graphics is poofmagic.rar, and as I suspected, there are tons of frames of animations for what looks like it will be on very short, but very smooth animation. Even if you could save your file, animating in this way would soon make your game unplayable because VRAM fills up very quickly. In this same forum, you'll find a thread about Spriter, a program/plugin that will alleviate this problem, and as will be demonstrated soon, can even be used to create effects like poofs and explosions. However, even without Spriter, there are some things you can do to help you with your problem. The images you have there haven't been trimmed of their empty space. Most of them have more memory taken up by empty transparent pixels around the borders than the actual poof itself. Photoshop's image|trim will automatically trim this blank space for you, and I suspect most other image software has similar functions. Also, once trimmed, you can also save VRAM by using power of 2 textures - this thread
has alot of useful information about the problem, and most of the questions people ask might be some you have yourself about the technique. Once again, this isn't a construct specific problem, and if you've ever wondered why no games (other than one's using a multisprite technique like spriter) have large characters that animate very smoothly, this is why.