I bought my vertical blinds and installed them myself. Just needed about 6 holes drilled per window, not into the window but the recess wall above. I am rubbish at DIY and did not find it difficult. Can't remember the makers, but got them from a cheap warehouse cash & carry type shop that sells everything. Cost about £30 for each standard size window.
Homebase are pretty good as well, with various ways of fitting them. I have bought them before and just used a screwdriver to fix them to the wall on either side of the window. No drilling was necessary.
I would not advise drilling into the window frame as you don't need to. There is a wall above and on either side of the frame, so you don't need to.