A two piece extrusion for use in forming storm windows or the like is cut to frame an existing window opening. One extrusion comprises a locking element of which the main portion is formed of a substantially rigid plastic material, which is provided with spaced integral, flexible projections extending angularly outwardly from the stem of the element. The locking element is adapted to be inserted in a channel which comprises the second extrusion. The second extrusion is formed into a rectangular frame so as to hold a flexible translucent, transparent, or opaque sheet locked in the channel by the first extrusion. In assembly the flexible sheet is forced into the channel by the insertion of the locking element. In so doing the flexible sheet is stretched to give a smooth appearance. A second channel is formed by the second extrusion which also extends completely around the frame but is located inwardly of the first channel. The latter channel holds a resilient, generally cylindrical spline which in turn holds in place a screen mounted across the frame and spaced from the plastic sheet.