> I guess im just lazy but yeah i always mess up the conversion, i cant get the color palete right, how do i make sure im using the right colors in Adobe photoshop? and also how do i get my hundreds of infantry PCX files into ONE shp?

In Adobe Photoshop, to use the correct palette, you need to:
1: convert an shp using the required palette to pcx (eg JJETICON.shp for the cameo palette in RA2)
2: open the pcx in Photoshop
3: Goto Image > Mode > Colour Table
4: Click on save and give it a name

5: Open the image you wish to use
6: Goto Image > Mode > Indexed Colour
7: Next to 'Forced:' select Custom... and load your saved ACT file (the palette)

Now the image will be using the right palette