There are curtain rods that are spring loaded that can go in between the window jams. I would guess you could get them at K-mart. Have you tried the sticky putty stuff that looks kinda like playdoh to stick pictures on the walls? That stuff sticks to practically anything. It can be hard to get off at the end of the year though. You will have to get goo gone to get it off the cinderblocks. You can get both the sticky stuff and the goo gone at Fred Meyers.
Good luck!