How do I use sprites?

your spite is moving in different places because of how you position it

Function burst(gun)
gunflash=LoadSprite("Burst 1.bmp")
EntityParent gunflash,gun

;===================
PositionEntitygunflash,EntityX(gun,1)-10,EntityY(gun,1)+80,EntityZ(gun,1)
;===================


;take out the -10,+80 and replace them below the rotateentity command with a moveentity command
RotateEntity gunflash,EntityPitch(gun,1),EntityYaw(gun,1),EntityRoll(gun,1)


PositionEntitygunflash,EntityX(gun,1),EntityY(gun,1),EntityZ(gun,1)

RotateEntity gunflash,EntityPitch(gun,1),EntityYaw(gun,1),EntityRoll(gun,1)
moveentity gunflash,-10,80,0

the sprite jumps because the position entity command refers to 0,0,0 in the map and moves the entity from there, moveentity moves the entity by however much you want, from its current position