Is the Screw in a stand off in the case or is the screw hole part of the mother board? Because if it is a standoff then I would turn off and unplug the computer and take apart the computer so that I could drill the head of the screw off. Making sure to get all medal shavings (and I mean all medal shavings because you do not want any medal shavings to fall onto the main board anywhere and you not get them all), and later turn on the unit and short something. Then I would remove the standoff and put in a new standoff. Then put it back together.
If the screw is in the mainboard then you will need some wire cutters and grab the screw head with them and try to unscrew it using the wire cutters to hold the screw and try to brute force it out. Being careful to not slip or hurt yourself or the equipment. Pliers could work also but you need something with a good grip. Vice grips if they are the right size could work also.