Are you talking about a shower rod with the ends that get screwed to the wall where the rod is inserted?
If there's no stud where you drill the hole, use a plastic anchor to hold the screws in place. The rod and curtain carry no real weight.
A forum community dedicated to Do it yourself-ers and home improvement enthusiasts. Come join the discussion about tools, projects, builds, styles, scales, reviews, accessories, classifieds, and more! Helping You to Do It Yourself!