We aimed to determine the optimal method of inserting a screw into polymethylmethacrylate (PMMA) cement to enhance fixation. We performed six groups of ten axial pull-out tests with two sizes of screw (3.5 and 4.5 mm AO cortical) and three methods of insertion. Screws were placed into 'fluid' PMMA, into 'solid' PMMA by drilling and tapping, or into 'curing' PMMA with quarter-revolution turns every 30 seconds until the PMMA had hardened. After full hardening, we measured the maximum load to failure for each screw-PMMA construct. We found no significant difference in the pull-out strengths between screw sizes or between screws placed in fluid or solid PMMA. Screws placed in curing PMMA were significantly weaker: the relative strengths of solid, fluid and curing groups were 100%, 97% and 71%, respectively. We recommend the use of either solid or fluid insertion according to the circumstances and the preference of the surgeon.