Is there anyway I can install a shelf onto a plasterboard wall when I think the studs are not wood? I have used a stud finder but there doesn't seem to be anything on the other side. When I drill where the stud finder says should be a stud I don't hit wood and there seems to be metal shavings on the end of the drill bit.
Use 1x2's horizontally, drilling holes every 18' and use toggle bolts for securing it to the wall. If you are using angle brackets, you can then use a 1 x 3 and place it vertically under your horizontal 1 x 2, in the places you were going to put the angle brackets. also using toggle bolts to secure it to the wall. If your not well acquainted with toggle bolts you can also use threaded drywall (gypsum board) anchors. Secure angle brackets to vertical 1 x 3 with wood screws making sure the top of the bracket is even with the top of the 1 x 2. Place your shelf on top of brackets and braces secure it then stand back and admire your work. (Note: after cutting and drilling your wood pieces to fit, paint them before you install them on the wall unless you are painting them the same color and sheen of the wall.)
If your not well acquainted with toggle bolts you can also use threaded drywall (gypsum board) anchors.
Not sure what you're referring to as threaded drywall anchors, but if you mean zip-its, in my experience (as a contractor), they end up breaking off and/or tearing up plaster walls during installation.