Extract a sprite, open it in an image editor that allows you to edit the palette, edit the palette (not the sprite) so the sprite looks the way you want it to look like, save the palette (without saving the sprite) - depending on the tool you use you can save the palette as a .pal or a .act file, if you have a .pal you can then use the pal2act tool available on sites such as RandomSelect.
i did the thing u say i edit my sprite and save at the name DNSOneTailedNaruto1.act then put this DNSOneTailedNaruto1.act at the act palette and save it and the color aren't changing
Add the new palette in the list of palettes in the .def file and then use the correct button on the select screen...