Roland wants to know how to get curtain rods to hold better in drywall.
A screw driven directly into drywall will not hold at all, unless it is driven into wood behind the drywall. If the wall is hollow where you want to drive the screw you must use some kind of drywall fastener or fastener system. The key is to realize that there are many kinds of fasteners and they each lie along a scale of how much weight they can hold, or how much vibration they can withstand. One of the problems with curtains is that they don't just hang there like pictures or mirrors -- they get pulled and the fasteners have to support vibration; hence you need to use ones that are made to hold more than just the weight of the curtains and rods. The package of each fastener will indicate how much weight it can hold. Weigh your curtains, rods and brackets first, divide that weight by the number of brackets there are to hold up the curtains -- usually two or three -- and then choose a fastener that will hold about 10 per cent more weight than all of that.