Just go to the hardware store and buy some nuts. Take the heatsink in with you so you get the right size. You're kind of over thinking this here. The screw is more then likely riveted in, but that's no big deal. I wouldn't think it would be hard at all to find a 5 cent nut that threads on it. You just put your thermal paste on, then the heat sink, flip the board over and put on the back plate, then the new nuts and you're good. Sure it may have originally screwed down to the case frame, but big deal, that's just one of those goofy HP things they do.