First off, you're not saving it as a bitmap with ".gif" thrown on the end, are you? That won't work. You have to select ".gif" in the pull down menu, or use that method Douglas said to reduce graininess. Or use Animation Shop.
Second, you're not trying to post comics on the forum directly from your hard drive, are you?
As for Douglas' transparency problem... what I do, is select White as the transparent color so it highlights everything that isn't white (careful - if there's white in the image, it'll clip that out too. If the sprite's white, choose one of the other three colors you can make transparent), Copy, then Paste it into Animation Shop. It'll paste what it'll look like with transparency. I then save that file.

Where are these lemmings going? The
Super Nintendo Super Shire! Hop in line and follow them there!