I generally screw it in when you are going over wood framing, that way you can back out a screw if you need to make any adjustments. If I'm matching into an existing wall I use a straight edge to make sure the corner will end up on the same wall plane, and also use a 6' level on both sides of the bead to keep it plumb. And as mentioned above for greater depth you squeeze the flanges of the bead closer together. I've encountered a few circumstances where you really need some extra depth, over here we have some beads that have a double flange.