Only where the 2x4's meet the concrete. Renting a gun to shoot the 2x4's. Is this a Remington 22 nail gun? If so, remember, that some shoots do work and others might hit a pebble and just crack the cement and not hold at all. I would estimate that 75% of the shots will not hold, so be ware.
Secondly, if you check into the tapcom system, it will hold and it will give you the fastening that you do need.