When screwing into the ends of MDF, it's really easy to split the material or cause cracking in the MDF. One thing you should always do when screwing into the ends of MDF is drill a pilot hole. But even with this, you may still get cracking in your MDF. An additional step you can take is to apply a clamp to the MDF board where you are screwing into the end. This keeps the material from moving while you are installing the screw and it greatly reduces the chances of splitting or cracking the MDF. It's a slow process since you need to clamp for each screw, but if the finish matters, this is the safest way to screw into the ends of MDF.