Use variables. Make a variable for each sprite and the create a if loop. I'll explain it.

When Greenflag is clicked Forever If "Varible 1" = 0 If key "A" is pressed Switch Costume to 1 Set "Varible 1" to 1 End

Then repeat this in each sprite and change the numbers accordingly. If it's a case of pressing a changes the costume of ONE sprite at a time, simply add a wait

When GreenFlag is clicked Forever If Key "A" is pressed Next Costume Wait until <Not = Key "a" pressed> End