Scale them to the dimensions of the texture. Texture dimensions are shown in the texture browser, and the dimensions of a brush selected or being created are shown at the bottom-left of the Hammer window.
Will do that for you when I get back from my paper round (about an hour).
Wait... why are all the frames the same? I cannot see any differences whatsoever between them either by comparing them side-by-side or by running through them quickly in order. They compressed differently, which is perculiar. Did you ZIP the right things?
I've only had one, and it wasn't very formal. Just for odd jobs stuff. I did some leafletting, but never got 'round to the promised computer maintenance stuff.
This is often what happens when you try to launch the game automatically at the end of the compile process. Launch your map manually instead; read the tutorial if you don't know how to.