Thanks for your suggestion, but since nobody answered quickly, and I wanted to get it done, I bought some construction glue call Power Grab by Loctite. It's applied with a cauk gun. I nailed and glued the frame itself, to the walls, and used glue only for the corner "rosettes" (or whatever they're called). Anyway, it looks great, and I'm quite pleased with it. This Power Grab stuff is nice. It sets quickly, easy clean up, no/low odor, yet there is time for re-position, if neccessary.