You don't need marine grade pressure treatment. And you're not likely to get it unless you are near the coast. You do need more preservative than typically found at a big box store - get the ground contact rated treatment level. As for fastners, just be sure they are ACQ rated and you'll be fine, these are typically hot dipped galvanized (not regular galvanizing), stainless steel, and many ceramic or proprietary coatings. The new chemicals in pressure treated wood are quite corrosive so do use a separator between the wood and frame. I would use something like the new window flashings that are self adhesive, have a type of rubberized material. They are self healing and provide better protection than tar paper.
