Pressed shape steel, made of a low cost general steel material that is not hardened, forms a frame with long grooves cut therein. Guide rails, made of a specialized steel material that can be subjected to a hardening treatment, are hardened. Thereafter, outer surfaces of the hardened guide rails are ground and the guide rails are integrally joined in the long grooves. Ball-rolling grooves are formed in the guide rails, thereby completing a guide-equipped frame for an actuator. Because the general steel material and the specialized steel material are principally ferrous materials, both exhibiting a Young's modulus at or above 170 GPa with substantially the same coefficient of linear thermal expansion, the frame needn't be increased in size or have a complex internal structure to reinforce the strength of the frame, and the guide rails remain securely retained in the grooves even if the actuator experiences changes in temperature.