How do I put screw into drywall? I'm trying to put up a curtain rod in my closet, but...

I'm trying to put up a curtain rod in my closet, but the screw will not go within with my Phillips screwdriver. They simply keep falling out of the wall. I bought some white foundation screw, but they don't go within either. Would a power drill point be better?
Answers:    You need to locate the studs at the back the drywall and screw into them. Alternatively you can use 'butterfly' screws that stretch out out behind the drywall. If you haven't done this previously, ask a local handyman.
They sell sheetrock screw for use or you could have hit a 2by4.