XWE messing up the colors

Whenever I look at images with XWE, the colors are all messed up. Check this pic out.

That scientist (from Action Doom) shouldn't look all stupid like that.

You probably need to select the corresponding palette.

How? I don't use XWE that much.

In the list of files should be a palette.dat. Select it, then go up to the top and click on Palette, then Use Current.