If you're using the D&D coding, make 2 new events, released(Left) and released(Right), in your characers object.
Then in the release(Left) event drag and drop a "Execute a Piece of Code" from the control tab. Then double click it. Now in it type:
sprite_index="name_of_sprite_standing_left_without_these_quotes"
...for the right its basically the same.
Then in the release(Right) event drag and drop a "Execute a Piece of Code" from the control tab. Then double click it. Now in it type:
sprite_index="name_of_sprite_standing_right_without_these_quotes"
Example:
sprite_index=Mario_Standing_Left
Names dont have to be so complicated but it helps you know what sprite you want to use.