Here are the only 2 options I'm aware of, and I've done both:
1) Use a hammer drill and a concrete screws. You'd mark where you need the hole, then drill it with the hammer drill, then pound in the anchor (sometimes it's simply plastic) and then screw your thing into it. It expands in the hole to keep it fixed. If you have a hammer drill, this is the least dangerous method.
2) Get one of those exploding nail drivers. You buy the driver for it, and the charges (which are basically 22 cal bullets) and the special nails. You load the charge, insert the nail, and then hit the end with a hammer to make it go off. Obviously you need hearing protection. It fires the nail into the concrete. I hate hate hate mine. It usually takes about 10 or so whacks of the hammer to finally make it spark the charge. So you never really know when it's going to go off and every time you hit it with the hammer, it moves away from where you were trying to drive the nail. This was hard enough nailing wood to the floor, I can't imagine trying to nail to the wall. The kind I should have gotten has a trigger instead of hitting it with a hammer, so it's probably a bit less nerve wracking. Anyway, this is what I used to secure my basement walls to the floor, as it was what the contractor had used for his walls too.
There's probably other ways, but I don't know them.