Don't let your cinder block walls discourage you from installing the window treatments you desire -- it just takes a different set of tools and a few troubleshooting tips for working with masonry as opposed to drywall and wood.
Hanging Window Blinds
To hang window blinds, regardless of the wall type, you must first place mounting brackets at the top of the window to securely hold the blinds as they hang down in front of the window. You must screw the mounting brackets in place after carefully measuring for the right location. An electric drill can make the task quite easy. After the mounting brackets are up, simply slip the head frame of the blinds in place. Sometimes the head frame just snaps into place while other models require you to screw the blinds to the mounting bracket.
Tools
Cinder blocks are much harder to drill into than drywall or wood, therefore the tools you need to install window blinds must be more heavy-duty. Use a rotary hammer drill with a carbide-tipped masonry drill bit. The rotary hammer drill moves the drill bit back and forth as well as around to allow the bit to smoothly penetrate the cinder block without cracking or chipping. The masonry drill bit is dense enough to make small chips in the cinder block and create a hole for the mounting bracket. It will create a lot of dust, so have a wire brush handy to periodically clean out the opening.
Anchoring
To ensure the mounting brackets are securely in place in a cinder block wall, use concrete sleeve anchors, also known as masonry anchors or bolt sleeve anchors. A normal screw has nothing to grip inside a concrete hole, so the concrete sleeve anchor acts as a bridge between the cinder block and the screw. Make sure the drill bit size matches the concrete sleeve anchor. Once you've drilled the hole, tap the concrete sleeve anchor into place to create an interior surface for the screws to grab onto. Use the screws that came with the concrete sleeve anchors to ensure a perfect, sturdy fit. Install the mounting brackets as usual to hold the blinds in place over the window.
Tips
Whenever you drill into cinder block, wear safety goggles to protect your eyes from bits of debris and dust. A dust mask is also necessary to protect your lungs from dust. As you drill, support it so that the drill bit is perpendicular to the concrete wall. This will ensure a level hole rather than one that angles up or down. Instead of a wire brush, clear out all dust from the drilled hole by pressing a shop vac hose to the opening. As you drill, check the drill bit occasionally for debris clinging to it.