HDD screws are M3 I think.
M3 is slightly bigger than 4-40 which are unfortunately is a bit of a problem to source in the UK.
Best places (not the cheapest, but fastest) are RC car stores.
www.apexmodels.co.uk will sell you some.
The "associated" range of cars use this thread size all over (shock absorber mounting bolts) are quite long. Short ones are all over the car.