For me it actually worked to use a script tag, but I'm confused about why, as the hint says it shouldn't.
This is the URL I used:
https://xss-game.appspot.com/level3/frame#'><script>alert('bla')</script>
But the hint is hinting at something more like this, I think: https://xss-game.appspot.com/level3/frame#' onerror="alert('bla')">
Can somebody explain why the first one worked? Are they wrong when they say that the browser won't execute scripts added after the page has loaded?