You can create a frame out of wood that would fit the window, prob will need to cover the cracks between window and frame with expanding foam.
Like this;
Wood Fram (I suck with sizes, but something about 1/4" thick
Mount poly to frame
Do an internal Frame w/ 1/2" thick wood or thicker depending on need
insulation goes inside internal frame
Mount poly to internal frame
add another wood frame about 1/4" thick to the poly.
And as I type this, that was the question you just asked. lol
I'd go 1/4" to 1/2" to 1/4" and use the insulation in the 1/2" thick part. If you have thicker insulation you can use thicker wood. From there, you can mount a variety of ways, long screw to window frame, hooks, etc. Just make sure you use expanding foam around the edges to get a good seal.
Edit: wow, this post sucks..
Ok, what kind of insulation are you using? you can do beams through the middle to attach the rolling insulation if that's whats your using. that should reduce buckle. I was reading that as you were just trying to insulate the window.