Hi Jaffakake
In my mum's house which is quite new, there is a concrete lintel above the window. This is VERY hard to drill into. I used a good masonry drill bit, one of the ones that are sold separately and say they are 'super good'. You'll also need a drill with hammer action and good wall plugs. It also easier if your're at eye level with what you are drilling.
Usually if there is a concrete lintel you attach a baton of wood to the lintel using as few fixings as possible, and screw your curtain rail fixings into the wood. I thought this baton would be really noticeable, but if its painted to match the wall, you don't notice it.
If the lintel is too hard, you have to fix above it (I think they are about 6 inches/15cm thick, but am not sure of this) and use fixings appropriate for the wall material. If it brick or block this will be easier to drill, but you'll still need a hammer action drill and good masonry bit. You can probably fix the rail straight to the wall in this case. I've done this with one window and it looks ok, obviously you have to take this extra height into consideration when measuring for the curtains.
If there are other rails fitted in the house check where/how they are fitted, and this may give you an idea of how best to fit a new one.
Hope this helps
Amanda
What is behind the plaster above the window - is it concrete? 
