Originally Posted by Bluetang99
The ones I tried didn't work, I tried very coarse threads and fine threads. I haven't tried the auto parts stores yet so I will see what they might have that might work later today.
That is a captive nut, and as others have said, a common automotive item. Bring the screw with you and have them determine if it's standard, fine or course, or metric.
Lowe's and Home Depot stock them, but you will find more variety in an good auto parts store.
Good luck in your search.