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(The Mays) writes:

The original one was obviously nailed down but my question is how do
you drive a nail through a 2x4 into concrete?

You buy special hardened concrete nails and use a heavy hammer. A 32
ounce framing hammer will do it. Seat the nails through the 2x4, then
haul off and hit them as hard as you can.

If you like tools, Remingon sells a powder actuated nailer for the
purpose for about $25. It uses a blank .22 shell and a piston to shoot a
nail into the concrete.

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http://home.teleport.com/~larryc