SKS auto converts the .png to a .tga so it shouldn't matter what editor you use.
# 2, for the dropdown, there are three images, the border, the button and the button glyph image,.. looks like you have them mixed up.. remove em all and re-import to the correct areas.
Looks to me as if you have an incorrect amount of frames though, It should be 4 for all three images. Check your image and your frame count for each image and make sure it is set to 4.
#3, as much as you may hate PS, if you spend 30 mins a day in it, in a week or two you;ll get the hang of it. I was the same when I first ventured into it from PSP 7 back in the day.