You mean you have a spritesheet (single image) with many sprites on it, and you want to put each sprite in a separate image ?In that case, there's no "easy way", you'll have to copy/paste each sprite one by one, using photoshop, the gimp, paintshop pro or whatever.
someone once mentioned image magik scripts, but it might be harder (though more useful) to learn how to make them, than to separate the sprites yourself.