Cannot drill far enough to mount curtain pole
I'm guessing here, but it sounds like you're trying to drill into stone/cement/concrete. If so, you need a drill bit meant for rock and a percussion/ hammer drill. You can buy cheapy hammer drills that won't last very long (harbor freight comes to mind if you're in the US), or rent them. 

Oh, and the only thing you don't want to drill into is electrical/plumbing/gas. Everything else is fair game. (Though, now that I think of it, if you're unlucky enough to have a steel beam across your window, you'll have to revisit your strategy.)