Do you have a sample capx of what is happening?
If they are all instances of the same sprite, at the top level of an event they are all already picked. Further picking is actually filtering out the ones you don't want to act on. "Pick All" is the command to reset it after you had filtered some out.
So if they are the same instance, telling that sprite to drop (y+10 or something) they should all drop, and then if they are a bullet heading X direction, set the bullet speed to -invader.Bullet.Speed
-If your sprite was named "invader" abd they will reverse direction. (just put a minus in front)