When I import multiple sprites it mixes them all up like crazy, is there any way around this or should I just import 1 frame at a time?
Not sure what exactly you mean by "it mixes them up".
They need to be arranged in a grid, and afaik they're imported left to right, then top to bottom.
In other words, since importing a spritesheet in one go using the "tiled sprite import" setting is perfectly possible and works just fine, you are doing something wrong.
There's also the option when you import a single png file that has a numbered filename, that says something along the lines of, "This sprite appears to be one of a series. Would you like to import all of them?" I think this is what Construed is talking about.
Construed -- I'd start by checking your filenames and make sure they order correctly in Windows Explorer. Note that "1.png" comes sequentially after "10.png." Your single-digit numbered files should be "01.png," etc.
When you import multiple sprites using the "Quick import sprites" method, try selecting them backwards. As in, click on the last one, then shift-click the first one. This will put them in the same order as they are in the file dialog (otherwise the last will end up as first, but that's it).