I second the tension curtain rod idea; they are widely available. Then you can buy lined blackout curtains.

Pressure rod? I don't understand the question. PBK and target have blackout curtains. I have the PBK gingham ones and they are super cute.

We have dormer windows that currently have cheap faux wood blinds in them, but really need room darkening/blackout curtains in my baby's room. Right now I literally have a curtain taped to the walls of the dormer window, but would appreciate any suggestions for this!