Neil,
when saving the bitmaps in 256color mode, are you sure, you use the right palette. To me it sounds like you may have used an adapted palette, which works fine for your graphics programme but contains colors, the pronto does not have.
Here's how I save my bitmaps in PS:
1. open the bitmap
2. -if it's an indexed color bitmap- Menu Image/Mode/RGB
3. Edit the picture
4. When finished: Menu Image/Mode/Indexed Color
5. Select custom as palette, click on load to tell PS to use a specific palette, choose
tsu6000colors.act, which contains the pronto colors.
6. Choose the desired ammount of dithering (in your case: no dithering, I know you don't like it. ;-) ), press OK.
7. Save as xxxxx.bmp
This should work.
André