First change the sprite to the "monster3_nice".
Start by adding the End Step event...
After hits a wall, let's first check if it starts going left...
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Going Left? If hspeed smaller than 0, then subimage "3"
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Going Right? If hspeed larger than 0, then subimage "2"
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Going Up? If vspeed smaller than 0, then subimage "1"
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Going Down? If vspeed larger than 0, then subimage "0"
Make sure they all face the direction they're moving like this and get it checked off.