Okay, what is the best way to connect another tank to my existing tank that is not drilled. Would be easy for me if you explain in very simple terms. ( I know nothing about this subject, I don't even understand how an overflow works) Thanks guys

anyone?

It would be painful if you don't drill it.

but my tanks been running for 6 months. haha

Get a u-tube design overflow, something like a lifereef overflow: http://www.lifereef.com/siphon.html (Don't get a CPR overflow.)
Get some tubing of the right size from Home Depot.

And then to bring water back to the original tank, you need a return pump, such as a Quietone 1200, Eheim 1250 or something. You can use a u-tube return like this one with some tubing.

The BEST way is to get a good overflow I like Eshopps, this is assuming the other tank is a sump. If they are perfectly level you could run a loop made from pvc. It really depends on what you are wanting to do, If you just want water volume find somebody selling 55 gallon drums(plastic ones) clean the heck out of it and plumb it throught the wall.Fill it with chaeto. You will be amazed at the difference.

Okay, I was thinking of setting up a frag tank with my display tank.

Where do you want the frag tank to be located in relation to the display tank.

Get it drilled. Your tanks will be worth more to the hobby drilled.

I was thinking the frag tank will be right next to the main tank. Side by side. Frag tank a bit lower because its not gonna be as tall. Thanks for all the help. Well, if I drill the frag tank, I dont have to drill the main one?

they cant be directly connected if you want one to be lower.. otherwise if a pump fails they'll even out. I would make a sump and connect both to the same sump.