There are special screws, as TxChiknRanchers mentioned, with rubber washers installed on them. That washer creates a seal so that when you pierce the roof material it doesn't leak.
I use a cordless screw gun to install them. They come in a variety of colors to match your material, and lengths to accomodate what you are screwing through.
Depending upon the length of material you are installing, you may be able to run a few screws across the top and bottom, and leave it at that. For longer lengths, you may want a couple across the mid-point if you have a lot of wind.