I actually do that sometimes. if the frame is heavy enough, a nail may not be the appropriate tool for the job.
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Screws or hooks designed to hang picture frames from for life!!
That's obviously because your nail is the wrong type of nail. Use the metallic nails. Those used with a hammer.
It's a bit like Windows 8. That's your nail; Vanity, colorful, but can only be used to hang your head in shame. Metallic nails are the real nails. A bit like Windows 7 that does its thing and can have you hang around your job for a long time.