Most of these things have been preserved before they get to a frame shop -- all I've seen already have a pin through their thorax, which may be conveniently stuck into something like a cork or foam center board. I suggest gluing the pin into the board, so it can't fall out.
Maybe there's no science to pinning the critter; maybe you just stick it through. Or, maybe there's a special way to do it. I don't know, so I would hesitate to take chances. If your butterfly -- or is it a moth? -- is not yet pinned, I suggest having it checked out, preserved if necessary, and properly pinned by a taxidermist.