Tapcon screws worked !! Thanks !!
 

I bought the 1/4 inch Tapcon screws at Lowe's, in a package that included
the correct mortor bit.

Everything worked fine!! The screws went in fine, and seemed to "tap" or
"seat" as I would have expected. I put three screws in each bracket mount
for my shelves.

I didn't know about Tapcons, but now I do, thanks to many of you who gave me
good tips.

Thanks to all !!

James