It depends, some have threads like "CDROM/Floppy screws", which are M3, I believe. Others are like "hard drive screws", which are 6-32, or possibly M4, I think they're interchangeable.
edit:4-40 is nearly identical to M3, but 6-32 is a bit smaller than M4--still close enough to work, in my experience.
As always, somebody correct me if I'm wrong.
relatively handy conversion table