MS Paint is by far the easiest tool to use when making tilesets... I really don't see the confusion...
I don't think anyone here is addressing your problems, they all just sort of threw in some answers about unrelated things... let's actually break down your problems and answer them correctly.
"I made afew tiles and wanted to see what they look like in a level but I can't seem to be able to put said tiles into a tileset in MS paint without losing colors."
This is because the tileset can only be 256 colors (as far as I'm aware) but this might have changed... Either way, MS Paint can only
save in 256 colors. That doesn't mean it can't handle more than 256 colors while editing (as far as I know). I also think you might be openining the tileset WITH MS Paint, which makes MS Paint use that tileset's palette. In order to not have color loss, you should open a new MS Paint window and then copy/paste the entire tileset into that window. You can do this by opening the tileset through an image viewer or something like IE, then right clicking the image choosing copy and then pasting that into MS Paint.
Once you get the tileset in there you should be able to copy and paste tiles from another MS Paint window into the window you pasted the tileset in.
MS Paint only saves in 256 colors however, so if your tileset has more than 256 colors you need to save in another program. I don't really advise using more than 256 colors in a tileset anyway, as gif images can only be 256 colors so using Graal's gif2mng program to turn the gif into a png requires that you first save the tileset as a gif image... meaning you're limited to 256 colors anyway.
"I also can't transfer the whole tileset to anew image because it won't let me select the whole tileset."
If you mean you can't select the whole tileset in MS Paint... all you need to do is go up to the Edit toolbar and select the "Select All" option. (or hit ctrl+A on your keyboard) Then just right click the image and select copy. (or to just use nothing but the keyboard you can do ctrl+A and then ctrl+C and you've selected and copied the whole thing)
Okay after all of that typing it might be confusing so I'll break it down as to how I do it...
I use a new ms paint file and paste the old tileset in. Then I either expand the canvas so I can work on tiles directly in that window, or I use a seperate window to work on tiles and then copy and paste them in. I then select the entire tileset and copy it. I paste it into a different program which lets me see how many colors the tileset is using... once I know it's 256 or less, I can then safely save my tileset as a bmp in mspaint (for later editing). I then take my copied tileset and paste it into photoshop (can use any program that saves to gif though really) and then I save it through there. (note, when you paste the tileset into different programs it might change the palette of the tileset while it's inside the program, but usually it saves the image with the palette you used in MS Paint.
For example, when I copy and paste a tileset from MS Paint to Photoshop, the colors are slightly different while it's in photoshop. (due to using a different palette setup in Photoshop) but when I save the file as a gif using Photoshop, the colors remain unchanged and are normal again.
You just have to remember that a gif can only be 256 colors which means your tileset is limited to 256 colors. (unless Stefan added the option to have jpg tilesets but I'm not sure)
In order to prevent color loss, any new tiles you make need to use the colors from the existing Graal tileset, or you need to get rid of some colors in the tileset in order to make room for new ones... Hope that cleared it up for you... lol.