What you probably haven't done is changed where the warp leads to. what you need to do is:
1. Highlight events, click on the warp
2. on the right, there is a box next to the text 'map bank', enter the first number next to your caves name (eg. Vermillion City is 3.5, the 3 is the map bank.)
3. Below, there is a box nect to the word 'Map', this is the second number next to your caves name (eg. Vermillion City is 3.5, the 5 is the Map)
4. The 'to warp no.' above refers to the warp you wish to connect to. To find out what this is, go to your cave and highlight your exit, at the top it will say 'No.', the number in the box next to this is the number you must enter in the 'to warp no.' in your entrance warp.
5. Do the same thing with the other warp, only finding the map and bank of the entrance location
hope that helped.
Now, my problem is that, when i changed the pokemon centre/mart tileset with paint, when i loaded it it turned into blank green. i tried it with the tree tiles and it done the same. Please tell me what caused it to happen and how i can fix it. In case my description wasn't clear, an image of what happened is below.
EDIT: I have solved the problem myself, it was related to the Pallete