The free version of GMStudio I believe handles the sprite rotating. It appears now that they are more like Unity, with the free version being the complete engine, but forcing splash screen and not having all exports. So, unless the lighting/shading is different on the sprite, you are better of just having the single frame(make it point right so it is at what GMStudio calls 0 degrees rotation), and then rotating it during gameplay.
I would have to see exactly what you mean by "sliding around." If it was an issue with sprite offsetting due to rounding numbers or similar, then the ship would likely be jerky, shaking around instead of a sort of smooth sliding. You might also run into issues with having it "split" into pieces due to it drawing the middle of the sprite. Since I don't know exactly what is going on, it isn't easy to comment.
Another thing I can recommend that I always did when using GMStudio...I keep my sprite frames as separate PNGs, at least for the importing step. If you are using some software that keeps all the sprite frames in a single file(like Pro Motion, Graphics Gale, and others), then when you export, export separate frames instead of a sprite sheet. Just put them all into a single folder, and then when you import the sprite, select all the files. This will ensure you not only have the hassle of checking what sprite offsets to use, saying how many frames it is, etc... because it is easy to simply select all files with Ctrl-A then to remember for each sprite how many frames it is. And since GMStudio does texture packing on its own anyway, you aren't losing performance because the sprites are getting packed into atlas textures/sheets when you run the game(and when you build it).
