Set-screws meaning : A screw with threads along the entire length and no head. Typically, set screws have a hex or slot drive recessed in the threaded length; a grub screw or worm screw. Any screw used to hold or adjust a setting: frequently a set screw (sense 1), but may also be any other machine screw or thumb screw used for the purpose of setting. (NZ) A screw with a head, usually hexagonal, like a bolt but without a shank to allow it to screw into material rather than take a nut; a tap bolt.