For multiple Tilesets in 1 Sprite:
In order to do this I made the TileSet name in Tiled Map Editor = to an animation name in the tile itself. And then proceed to set the animation = to the TMXImporter.TilesetName and animation frame = to TMXImporter.Frame.
For example in the animation I have it named Outside_B and in Tiled the tileset is named Outside_B.
After that my code ends up like this:
<img src="https://dl.dropboxusercontent.com/u/73299017/Various/TMXImporter-MultipleTilesets.png" border="0" />
The code is just a test, not my actual code as I am still developing the Map Generation as of now, paused everything for a while lol.
That simple :)
I recommend this be added to the post if you find this efficient as this will help ALOT of people trying to use Tiled Map Editor making RMVX styled games.
NOTE: I am using Pacman tutorial for movement hence the Spawn  Solid on layer Self.LayerNumber (This is not needed, just what I am doing).