I am using the Paintbrush program that comes with windows...

Ah, there is your problem. Nobody ever needs to use windows paintbrush. The older versions of it are worst drawing program ever created, and the newer versions, while measurably less crappy, are still inferior to other good free graphics programs available. I strongly recommend downloading another one. Check the list of Graphics Utilities for a list of good alternative graphics programs, many of which are free.

Anyway. The most common complaint from paintbrush users is that they cannot figure out how to save in the correct color bit depth. In the oldest versions you cannot choose. In newer versions, look for a choice on the Save As screen. The conversion to 16 colors will probably make your graphics turn ugly, in which case you'll want to pre-ugly them ahead of time in a way that's easier to fix.

Of course, this doesn't mean you will have problems using MS Paint to draw graphics, but it is still agreed that it is not the best thing to use :)