Which screw-slot? one holding the motherboard to the case, or the screw-slot that holds the PCI card to the case?
If you damaged a screw-slot that holds the PCI card to the edge of the case, you can use needle-nose vice-grip pliers to get the screw out, but you'll still have to be very careful, especially if the screwhead is round.
I managed to drill into the screw and the head came off so I can remove the PCIe card, but the stub of the screw is in the hole and I'm not sure if I can reliablly drill out the remains without damaging the motherboard. I guess a single screw would be sufficient to hold it in place...
I use Left Handed Carbide Drill Bits for problems like that. Usually, the bit, since it's spinning in the direction the machine screw needs to go to be removed, will grab the screw and take it out without drilling all the way through or even taking the head off - they come in different sizes so that wouldn't be an issue like you experienced.