First ensure all your movements are set to different animations
You can either add the "set animation" events to your control input events...
key left is down> move player left
"set animation" to "walk"
Or another way, is use an instance variable to set the animations...
name your animations as so
move2 ect ect
key left is down> move player
set variable to 1
key right is down> move player
set variable to 2
then a separate event
(every tick) set animation to "move"&<player variable>