2D Animation frame selection

Hi, I'am making a little 2D videogame with a smiliar concept of Metal Slug. I 'am using the last version of Unity (5.3.6f1) at the moment and I was doing the animation of the character until I have met the first problem. My character shoots one bullet every time that I press the button "Return" and I want that my character could run and shoots at the same time, but every time that I walk and press the "Return" button the animation which makes the player shoot and run restart at the first frame. And now there are my questions: to fix this problem, i must create 2 separated sprites, one with the legs and one with the body (like Metal Slug) or maybe by script I can choose wich frame the animation must start? And Are there some ways to change the sprites position of my character by code?

I have tried to follow this guide, but it doesn't work: http://answers.unity3d.com/questions/181903/jump-to-a-specific-frame-in-an-animation.html

Thanks a lot! :)