Make sure you have all the frames up to and including frame ]. This means you must cover all 8 angles for the sprites from A-Z and the symbols [, +, and ]. They also should be converted to the Doom graphics format, though I don't think that's the problem yielding your error.
Are you sure you converted it to Doom format? Is there anything in between those sprites that interrupts them from being loaded? It might be helpful to show a screenshot of your lumps so we can identify what the problem is; the error itself is not a good indication of exactly what you've done wrong.