How to attach wood moulding to wall?

[the_wildcard]

Hi there, I want to install wood moulding on the interior side of my square window. Does anybody know how I install it, more particularly, how do I attach it to the wall?

Do I just nail it to the wall with a nail set, then paint over it? Or do i glue it to the wall?

[JPicasso]

Nail it, set it, fill it (if indent is noticable) and paint it.

Just like you said, but I'd vote for no glue.

I'd add to put a bit of paintable caulk around also.

If you're not going to paint it (like if it was stained oak)
I'd put a bit of the clear silicon stuff around in place of the paintable caulk.

HTH