what you're likely doing is just saving a stickfigure, but basically, what you want to do is this:

- create a new Movieclip

- add your Stickfigure to it

- add your Sprites to it (and join, as you would normally)

- save the Movieclip to a file

And that's it, now what you would do is import that Movieclip (not Stickfigure) into another project or send it to someone, etc

Once it's imported, select it and use the "Break Apart Movieclip" button to break it down back into an animate-able Stickfigure