No, you can't rename any file with alternate characters (!@#$%^&* etc.), but if you just call the bitmap whatever you want, just use the A6 wad manager and import the bitmap. It won't animate, but you add the asterisk or plus character in front of the name when you rename it within the actual wad.

If you own standard and this function is greyed out, you can try to use a wad tool called Wally. You will have to search for it, but it's an invaluable tool that makes standard 256 colour wads from bitmap files. It's mainly designed for games like Quake and Serious Sam, maybe a few others. The completed wads can be used in A5/A6. Wally won't import true colour images and the rule is that they have to be sized by multiples of 4,8,16,32,64,128,256 and maybe 512 but thats about it.

I hope this helps.