Just like SOCs contain free slots for Things and Frames, there are also a set for sprites.
Select your frame, and on the top-right corner, you will find the sprite slots. If you did made a new thing with a new frame, then your frame should have TOAD, while near the bottom, the frame number would be 0 or 1. I forget. The second frame would be TOAD, with frame 1 or 2. So simply replace TOAD with one of the free slots. I think it's FRE01, FRE02, and so on.