Well, your events for the standing animation is overriding the jump animation.
What you have now is:
-Player is walking
+ set animation run
else
+set animation standing
Your 'else' condition is true whenever the character isn't walking, and it is messing with your jumping animation.
I'd instead suggest doing this:
-Player is on ground
-Player is walking
+set animation run
-Player is on ground
-Not! Player is walking
+set animation standing.
That way your standing and run animations will play 'only' when the player is grounded.
Also, when you have jumping animations with multiple frames you'll want to loop back to the last one. So set the jumping animations "repeat to" property to 4.
Here's a cap where I've made those changes: http://www.box.net/shared/5zhvukho7k
I also deleted your left facing animations and instead applied the auto mirror property.
I don't really know what's causing your inWawll animation to not play properly though.
However, what you want to do with the wallclimbing to prevent the player floating upwards is force the player away from the wall when the player presses jump.
Right now you are merely having the character jump when the jump key is down, and the player will move upwards only, and that means the "P. has wall to left/right" will stay true, since the player isn't moving away. Furthermore, you've used "Player 1 'jump' is down".
If you instead use "on control pressed" for the wall jump and make it so that the jump not only moves up but also away from the wall, you'll get rid of the floating and it will be more like the megaman walljump.