Our boat came with two sets of screens. The original from the manufacturer, (which kind of, well, more than kind of, suck) and a much, much, much nicer set designed and built by Harmonie's previous owner.
The better set were made with two frames cut out of plastic that are glued together with the screen sandwiched in between. That assembly in the held in place with small but powerful magnets set into the window frame.
I'm away from the boat for a few days. I'll post pictures when I get back.