See: http://tinyurl.com/23y8vl

There's a picture of it there. Also many pix on Google images. It is definitely not a dowel or peg.

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Note added at 1 hr (2007-05-26 18:28:37 GMT)
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You drill a hole in the plaster wall, then hammer the screw anchor into the hole. Then you screw the screw into the anchor, which holds it firmly in the plaster.

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Note added at 4 hrs (2007-05-26 20:49:20 GMT)
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Here's a great site with lots of pix of different types of screw anchors:

http://tinyurl.com/273dva


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Note added at 21 hrs (2007-05-27 14:39:34 GMT)
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"Wall plug" or "Rawlplug" is the British name for screw anchor. In the USA, a wall plug is the electrical plug you stick in a socket.