Which do you recommend, direct release or setting her on top of the frames and do you mean putting her screen side down on top of frames?
It's really up to you, I know a lot of new beekeepers don't feel comfortable direct releasing and they are afraid of the killing the queen or she fly off. Yes, I put if screen side down straddling the opening between two frames. You can build a shim like Bjorn suggests, I'm sure you'll find it useful in the future anyway, or you can usually finagle it to line up with the hole in the inner cover.
mgmoore7 brings up some good points too. If you are worried about absconding, put a queen excluder on top of the bottom board under the hive body for a few days until the queen starts laying. HSC is a tough thing to get them to use, but once they do use it, they will treat it just like wax comb. I would also dump some syrup into the HSC when you put the frames in. There are all kinds of tricks to supposedly get them to accept it. I have not found one that I would say makes a tremendous difference. I don't think any of them hurt, so do as much prep as you want. I find acceptance varies more by the colony of bees than by any enticement method.
If you have the frames and are still waiting to get the bees, put the HSC outside and let the sun and rain help get rid of that "new plastic" smell. That is what I do with my new stuff.
Also make sure you feed them syrup.http://robo.bushkillfarms.com/beekeeping/feeder-compare/
HSC is a challenge when it is new, but once you get past that phase, you will really like it.
Queen introduction frame, anyone?