It will only mess up the sprites if you don't uncheck "shared palette" first. Also, you should always put non shared palette images either at the very beginning of the sprites before all the shared palette sprites, or at the very end after all the shared palette sprites. You never want a non shared palette image in the middle of shared palette images otherwise that might mess up the sprite coloring also.
For a total tutorial for portraits, just watch this too. It will show you how to do everything for portraits pretty much.
http://www.youtube.com/watch?v=u9s1G5oI3g8&feature=related