All I did was bought two gallons of valspar exterior paint. I put two coats on all OSB and pine. I didnt bother painting the treated lumber. Im not sure how it will hold up, as I just put up 2 5x5 blinds. I guess we will find out in the years to come. I made drawings and cut lists before I went to my property. I pre-cut all material and painted before assembly. It made it easier than trying to paint after they were built.
