ok, if you have GIMP, its super simple...
there is a template thread linked in my siggy...get the HUGE units32 pcx...
now, most units come with an independent units32 pcx...all you have to do in GIMP, is literally cut and paste the individual units 32 pic, into your larger units32...the palette will adjust automatically on the larger PCX, so just paste, and save
[edit] another issue I have noticed in GIMP, is if you have it set to open each new file with a new GIMP toolbar, you cant copy and paste from one to another... in this case, open the larger units32 file with GIMP, and then from the toolbar, open the individual units32 pcx for any units youd like to add...those should be C&Pable