I am replacing the basement windows in my house. The current wooden windows
are set directly into the cinderblock opening.

The new windows I bought at Home Despot are vinyl. They say I need a
pressurized frame between the window and the cinder block.

Which should I do? Do I need the full 1.5 inch thickness of a 2x4 or 2x6 ??
or can I get away with less?