dont nail though it. lexan is a ridgid/hard material, and pounding on it with a pointed piece of metal is a bad plan.
countersink it. Drill first, countersink the hole far enough that whatever screws youre gonna use dont stick up and kick your ass when you slide it, and screw that shit down.
also, if its too thin, the impact of you popping onto it may crack it. i wouldnt go any smaller than 1/4", although apparently some do, and it works fine. i use 1/2 to 3/4" lexan on the boxes we build, hasnt broken yet.