Just a suggestion, find some other way (maybe the side walls) as it would be a shame to ruin them. I did that by putting a dog flap in the door, and I wish I'd left it alone.
stressed - As an alternative, you can buy " tension rods " for net curtains, available from Argos - page 414 of their new catalogue. www.argos.co.uk Tension rods are telescopic & extend to required length ( spring loaded )
As Postdog suggests try in the side walls, or skyep's tension rods (I use them on my smaller windows), and on larger ones a similar rod that extends (but is not spring loaded) which has a small pinhole on the end cap(s), which in turn sits on a pin on a self-adhesive plastic hook which is placed either end of the window frame. Super glueing the hook is advisable, for added strength of adhesion!
I had this problem when we had new windows put in especially the bay windows which are curved. At the time my niece worked for Mostyns the curtaining people and she got me some wonderful velcro stuff.You stick the velcro strip on to the window frame...it peels off again if you ever want to change the decor or move etc.This strip has the velcro"hooks" on it.
She then sewed rufflette to the nets and gathered them to the width and I just stick them up. Brilliant ..I just peel them off wash them and stick 'em up again.Mostyns are all over the country so if you have one near you they may stock this.
Further to the last answer, I hust had a thought - I had done something similar when I had metal frames and couldn't get a screw in. Very simply, a small peice of wood which you glue/tape in place, then the screw in the wood. No unsightly holes after, and as they're nets, the weight should be OK.
I asked our installer at the time, and he said drill into the plastic, and if possible into the extruded aluminium framing behind the plastic, and use self tapping screws. Its worked a treat - even without going into the ally.
Any mistakes or wrong holes can be filled with most types of filling compound or mastic.