I've been around since the old days when 56 KB modems were VERY fast and VERY expensive and MMF was a program for the truly hardcore klikers. So, I've learned to be quite miserly when it comes to making very, very small files. You kids these days run around freely with your 5-25 MB files... forgetting that we people don't like to download big files.

Enough ranting. On to the suggestions:

Lower the color quality
In MMF, you get to choose between 256 colors, 16-bit, and 32-bit. USE THE MINIMUM YOU CAN LIVE WITH. I can't stress this more. Going from 32-bit to 256 colors could make your file size up to 8 times smaller.

Minimize the space your objects take
Even the transparent areas of your objects take some space. Heck, if my klik knowledge serves me right, the transparent areas actually take about as much space as those with stuff in it. I'm not sure if it's changed in MMF/TGF, but it probably hasn't. To quote a wise man, Crop (or shrink) your images.

Chop up the big pictures
Let's say you're making some RTS or a RPG or something that uses a little 'frame' around the screen. Normally, most people would put some massive 800 X 600 active object on the screen for it, leaving a big enough transparent space in the middle to look through.

Well, like I said, transparent spaces take memory, and you probably don't want that. So just split the sides into seperate active objects. You might just need two 100 X 600 objects, which would take a LOT less space than a huge 800 X 600 one.

Use as little frames as possible
I know some of you just love to use loads of frames. Well, try not to unless you have to. More frames mean more graphics, which mean bigger file sizes.

I know this sounds like a no-brainer, but in my experience as a DC admin, I've seen quite a few people who zip thier files, but don't compress them. In other words, they're no smaller zipped than unzipped.

For those of you who don't know how to compress files, use an installer. Installers may be annoying to some people, but a file that's 20 MB when it should be 8 MB is even more annoying.

Avoid using MP3's
You're making a downloadable game, for god's sake. Unless your MP3 has cool lyrics and is of some deep value to the game, avoid MP3's entirely. Just use good old MIDI's or MODs. Unfortunately, this is a mistake more oldbies than newbies make. Not using a MP3 could lower your file size by several megabytes. If you insist on putting a theme song in your game, at least chop off half the song.

Minimize animations and directions
For the truly miserly/desperate among you, lower the frames you use for animations. Chop off the unnecessary ones. Remember, every frame takes up memory, especially if it's a big one.

If your game is top-down view, try using 16 directions instead of 32. 32 directions uses twice as much memory as 16. It may be ugly, but the idea that nobody is downloading your game may be uglier. Besides, sometimes 8 directions look nicer.

Use smaller sprites/Use a smaller resolution
Like I said, the number of pixels you use determines the space they take up. With smaller resolutions, your sprites and interfaces can afford to be smaller, which in turn, makes the file size smaller.

Use less detailed animations
I'd hate to tell you this, but chances are, nobody's gonna notice a 10-frame death animation when you can just make it smooth in 5 frames. Remember, every frame takes up space, especially when you rotate/flip them for the other directions...