Try school house-style coat hooks for for a quick and inexpensive curtain rod alternative.
All you need:
-2 coat hooks of your choosing (I painted mine)
-chain--longer than your window, as drape will occur plus more if you want some to dangle on the ends
-2 S-hooks (optional)
-wall anchors for each screw
-drill for anchor holes
Total cost: ~$5 for a large window
Step 1: Assemble
Keeping in mind the length of your curtain, mark holes for screws, pre-drill, insert wall anchors and attach the hooks to the wall. If you want more info on using wall anchors, check out eHow. I promise, it's easy.
Thread your curtain on the chain and use S-hooks to attach the chain to the coat hooks by inserting one end of the S-hook in the chain and the other over the coat hook. If your chain is big enough, you can forego the s-hooks and stick the coat hook directly though a link of the chain. Voila. Cheap and easy...just the way some like it.
Note for the curious: I created my curtains using a devore, or burn-out technique. It utilizes an acid that dissolves celluloid fibers while leaving proteins and man-made materials intact. Yes. The pattern is binary. I'll follow up with a tutorial one of these days. In the meantime, you can find a faulty recipe for it at prochemical. Just don't add so much guar gum and you should be fine. Please note that I am not a chemist and you attempt this recipe and my modification at your own risk. Risk is fun, right?