From what you posted it sounds like you have recessed windows, is that correct?? Normally you would not find a metal lental, what you might find is the metal corner bead used with drywall. Corner bead is not thick at all and will accept screws very easily. The corner bead is attached to drywall with a 2 x 4 piece of wood underneath it. I would predrill with a drill bit prior to putting in your screws. It is best not to screw into the pvc of the window itself. If you care to post a pic of the windows in question I could give you a better idea of the best way to install your roman shades. I make custom window treatments for a living and have run into many different types of installation problems. It would also help me to see the type of brackets you are using. When I fabricate roman shades I normally do not use brackets for an "inside" mount shade. Inside meaning that the shade fits inside of a recessed window. If you provide more information as to the measurement of the recess of the window and the measurement of the "brackets" I am sure I can help you with your installation.