Since reenacting ALIEN was a bust, this should be better.
The technology is pretty close right now to build a bipedal robot capable of walking and running with reasonable agility for a "soldier."
Machines are already quite capable of operating weaponry and shooting to kill. Even autonomously.
But, in order to keep construction and maintenance costs low... it's better to go with a simpler design. Walking is a complicated motion and requires fine controls, fine sensing, and processing power to calculate in real time. So you're going to see a lot of tank-treaded robots, hexapods, snake-like robots, etc.
Anyway, the big barrier for your question is artificial intelligence. We haven't quite figured out how our own intelligences work yet, and it took a few billion years for Nature to produce us. AI has a long, LONG way to go.
There's no reason you couldn't create a walking, talking, killing machine with today's technology and enough funding... but it'll require a remote operator to sit at a computer and make it's decisions.
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August 29, 1997. Duh :-)
Best answer :D