I'm not entirely certain what you mean. Could you describe it in more detail? Goo Balls can catch and hold onto sticky geometry, or you could make them sticky when attached like Pokey Goo Balls, but neither of these have anything to do with screws, and I'm having difficulty imagining what a screw would look like within the game or what exactly you want.

I think he means the anchor goo. I at first thought it was a screw. If you do mean that look to the left after opening the editor and in the balls section look underneath the sticky bomb.

In the Upper Shaft level,box with the bomb clings to the screw.

Ah, yes. What naveed said, then. ^^

You can also open the original levels in WooGLE and see how they're set up. There's a lot of cool stuff you can learn that way!