You load it like this, LOAD"GRP4:JUMP_TEXTURE1",0 It doesn't matter what grp page you save your sprites to, you just need to load your sprites to GRP4.
Use the SPPAGE command. By doing SPPAGE 0 you can use GRP0 for sprites. However, it's recommended to use GRP4 for sprites, since it's the default sprite page and doesn't require the usage of SPPAGE.