I was wondering how I would go about maing a simple sidescroller.

d/l this example:

http://www.freewebs.com/fiddlinboy/pearlharbor.gmd

Not a very good example considering I was trying for a mario-style sidescroller...

oh...

Try this then:
http://www.gamemaker.nl/tutorials/platform.zip

I already had that, but it didn't help me much. I copyed it into a new game (down to the last event), everything but sprite images, and when the game started, the player object just flew to the right at light-speed (well, it felt like it).

THIS IS WHY MEGAZEUX RULES.