Morgan:
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My main gripe about MSPaint is its horrible color selector and lack of palette slots. It also refuses to save your customized palette with the image, making the necessity for me to actually draw my palette along the side of my image. 
However, an art program is a tool, and will only be as good as the artist using it. Drawing sprites, especially as small as the one you submitted, requires nothing fancy.<br>
(I actually like the way MSPaint sets right-click as a default color. This feature is something some of the better programs overlook.)
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The main advantages of better art programs include tools like airbrush and opacity options as well as numerous useful filters and the ability to separate a drawing into layers. (not to mention the soften tool!) These features are more useful for making backgrounds then they are for sprites, since simplicity is the animator’s friend.
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Maintaining its current size, I would change the colors a bit for better contrast. (When I first saw it, I thought the alien was wearing an apron and funny gloves.)
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<img src="alienslave2.gif">
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I would recommend you enlarge the picture itself so the player can better see the detail you intend. For this next version of the pic, I refine the chunkiness of your original (the one that was scaled up to 2x). 
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When I was an intern in a software company’s user interface department, my boss emphasized that (when drawing icons) if it looks good small, it will look good big, but not necessarily the other way around. This was when we had 8x8 and 16x16 versions of each icon.
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<img src="alienslave3.gif">
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Again, I didn’t need to use any of the high-powered features a good art program offers. 
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In this next version of your pic, I’ll utilize a few features not found in MSPaint. Keep in mind that this version of the sprite will not be usable in a game since it’s just too darn complicated. 
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<img src="alienslave1.gif"><img src="alienslave4.gif">
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Among other modifications, I airbrushed the highlights as well as some purple and pink along the darker edges of the gray. I smudged the area between the edge and the outline to heighten the illusion of depth. I made the chain look more chain-like just by pixel-pushing. (I didn’t do this in the last pic, because it would be too hard to animate it this way.) Lastly, I added the alien’s left arm.
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Hope this helps.
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Ian