Cement for screws into the wall...does it exsist?

I am pretty handy around the house, fixing this and that, but am sick and tired of our 3 year old pulling down the curtains, rods, screws, and all! We have disciplined him and yet we can never get it back up securely. I was wondering if there is something you can squeeze into the (now enlarged) holes to cement the screws in. We used those anchors to no avail with him resulting in even larger holes. He has learned his lesson to the detriment of the walls. *sigh*

Ideas?