I tried using things I have on hand - my trusty Craftsman drill, wood glue, wood screws and nails.
My first attempt was to attach the frame to the MDF with nails. I ended up with a lot of bent nails! Then I tried pre-drilling holes and using the wood screws I have. Much better, but I will need to go get smaller screws made especially for MDF.
Seems like there is always something else I need to buy before I can finish what I'm working on.
If you want to know more about working with MDF go here. Maybe after one more trip to Home Depot I can do this?!
Hope you have a great day!