Air Conditioning - A/C to big for window

The unit that we have from our apartment is too large to fit in our bedroom window. How hard is it to install it in the wall?
Can that be doen with a window unit? make it a wall unit?
the real problem is that the unit fits but the plastic frame with the accordean things that close the gaps on the sides,dosent fit.If I take it of then there are two speaces on each side of the unit and the window wont really be supporting the unit.
Please help its getting hotter and hotter.

Is is not advisable to try to install a window unit through a wall. This is because good airflow is needed on all sides of the outdoor end of the unit, and if it is mounted in a wall, it is hard to achieve proper airflow around the unit.

If you take the accordian fillers out and fit it in, is the lip still at the top or do you have to remove that also??

Is it to tall or to wide??

if I remove the according fillers, which I havent as of yet, then the unit will fit with extra space on the sides. My question is, how to i secure the unit so it doesnt fall. i suppose the empty space on the sides i can put a peice of wood metal or something there.But again how do i secure it?

On top of your unit, you should have this "L" lip that the L leans up on the window when you close the window down.

Like Jay said. The "L" lip will hold it in. The accordian things are just fillers not support.