Just went to a local Radio Shack, and was told by a fake-smile-then-suddenly-rude employee that they don't have screws.
God I hate going into a Radio Shack, I don't understand why they're not out of business.
I also checked Ace's Hardware, but the smallest they have is M3x5 mm

There's another Radio Shack nearby, I will go and check, but if they don't have anything, that's it for Radio Shacks, they fucking suck.