you can either drill a pilot hole first with a small drill bit(smaller than the screw) or use a self tapping screw which you can pick up from most diy stores! You wont damage the frame but be careful, dont screw to near the glass as in some cases the glass is fitted from the outside and the frame covers about 1/2 an inch of the glass and you could screw into it. As long as you screw as far away from the glass as you can you should be ok!!
kev the welsh man williams, March 2007