first, you need to find the directory in which the sprites are saved. it's hidden so you'll have to enable hidden folders.
Code:
Windows XP:
C: ---> Documents and Settings ---> YourName ---> Local Settings ---> Application Data ---> Shoddy Battle ---> Shoddy Battle --> 1.0
Windows Vista/7:
C: --> Users --> YourName --> App Data --> Local --> Shoddy Battle --> 1.0
Mac:
Users ---> YourName ---> .shoddybattle
Linux:
home ---> YourName ---> .shoddybattle
after that, look for the sprites for the pokemon you want to change. you can change the male frontsprite, male backsprite, female frontsprite and female backsprite. if you've downloaded the sprites already, the CAP pokemon sprites should be in there with the rest of them.
just replace the sprite in there with the sprite you wanna use.