To put things simple, there are quite a few bugs that will be present when you use the built-in platform movement, i.e when you choose "platform movement" in the movement properties. The easiest way to circumvent these issues is by not using the inherent "movements", instead making a custom platform engine, controlling every aspect of repositioning your character. This is more complex than just using the built-in movement, but it will instead(if done correctly) be bug-free. David N's platform engine is just this, a custom made engine for repositioning your character in a classic platform environment.
I understand if it seems incredibly complicated, so you could benefit from trying the PMO(Platform Movement Object), an object made to quickly get a powerful and working platform engine. Download that extension(I don't know if it is located in the released extensions forum or in one of the "bonus packs") and test it with the following article; http://www.create-games.com/article.asp?id=1132
It's a good way to start before understanding and building your own custom engine.