This bears a little further explanation. The reason you can't do this in the example, is because of Look Out Sir, and assuming of course that the character is actually within 3" of something friendly:
"Models cannot target a unit that contains any Character models with a Wounds characteristic of 9 or less with a ranged weapon while that unit is within 3" of (
blah blah blah)."
Because you have to declare all your targeting before rolling a single hit roll, you won't get the opportunity to target the character once you've started firing at the first unit.
If none of the units you're targeting are eligible for Look Out Sir - that is, they're not a character, or they're a character too far out on their own - you can target whichever guns you like at any of them!
However:
"If you have selected more than one target for your unit to shoot at, you must resolve all the attacks against one target before moving on to the next target."
Short summary - declare all your targeting with the firing unit before you actually take any shots, no take-backsies, deal with each targeted unit in turn fully, and Look Out Sir stops you shooting at eligible characters using that unit at all.