I've read some discussions recently about using thermofax screens without a frame. I don't generally do that because it is just so much easier to use with a frame - I find I'm much more likely to make a mess if I don't.
Of course you can order them without the frame if you prefer.
But I often make my own frames. On the left is an A5 commercial frame which works well, but they only come in 2 sizes. For the small design on the right, I made a frame cut from the heaviest weight clear plastic sheeting. It lies nice and flat and is thick enough to form an edge around the design area. I attach the screen mesh in the same way with double sided tape then I tape around the printing area including the edge of the frame on both sides with clear packing tape - you could use the silver duct tape but I like my screen to be see through.
Other materials you can use to make frames:
strong cardboard, which needs to be sealed with acrylic paint and taped all over on both sides to make it water resistant.
Plastic place mats or thin kitchen cutting mats from the $2 shops.
I've also shown some of the tools that can be used for the squeegee - I find the bowl scraper ($2.99 from a kitchen shop) works really well. The one pictured can be used on the narrow sides too which makes it more versatile. Other scrapers like the white one shown are good too. I find plastic loyalty cards are a bit small and light but they are good for very small designs. A normal squeegee is too heavy, but there are some lighter ones which are great. The sponge roller works well if you want a lighter feathered edged print - great as another layer over a previous print. I have not tried a sponge brush but I know some people like them - I've read that you can cut off the tip to make them firmer.
I've been sick the past few days - still recovering but I did manage to get the May Craftsy BOM done and I've made a start on last month's English paper piecing (below) all tacked on their papers, supplied by Liz, and ready to sew together.
Lovely rain today and yesterday - the garden is enjoying it - so are the weeds!