for zombies can do it at the same time. For Mason himself there is a special trick to get him to sleep with Annie. Try going to level 2 Annie then use the items available, press buttons 2 and 3 on the keyboard then fight against the enemy at that level and win. then return to the tutorial level, if you don't see Judy near the barrier door then Annie can be slept on if not then repeat the method.
She is Judy