No problem, just make sure that that paticular animation has an 'animation speed' of 0 (so when you set to a frame in that animation the rest dont play).
Then when the bullet hits the character use 'set frame' to whichever you like.
If you had another variable like "DamageTaken", you could set the frame to 0 +Player.DamageTaken
(0 +the number of damage taken).