Who invented the screwthread? (posed by Karel Vandeschoor)
The wikipedia has all this type of info in http://en.wikipedia.org/wiki/Screw (as sent by Mark Nichols)
The screw as concept is very old, the question of using the thread on a device to fasten things is more vague, but again the development was probably very gradual and as usual the screw as a device became widespread only after machines could make them cheaply.