I did this in the form.create:

PlayerSprite := TImageSprite.Create(DXSpriteEngine1.Engine);
PlayerSprite.Image := DXImageList1.Items[3];
PlayerSprite.Image.PatternHeight := 20;
PlayerSprite.Image.PatternWidth := 20;
PlayerSprite.X := 100;
PlayerSprite.Y := 100;


and it worked fine.

You possibly dont need to change the Sprites Height and Width as it will automatically take these from the Image.