I messed around with it and it looks very fun and entertaining. The only thing is I place animated bgs and, well, it skips through them

What am I doing wrong?
You need to supply the side of the screen (eE3dParallaxTop, eE3dParallaxBottom, eE3dParallaxLeft, eE3dParallaxRight), and where you want the parallax start from, in Room coordinates.
And I get an error saying that dynamix sprite was not deleted

Well that's it from me. Other than this it looks very kewl!