tools..application options..Part tab..
"edit base solids using" section
uncheck Fusion and check "legacy solid edit environment"
and a step is a "dumb/neutral solid" its not an editable feature based solid as far as Inventor is concerned.. BUT you can still modify the heck out of it.. (more help to come when I can find some tutorials for you)
some stuff here
http://autodesk.cadgeekspeak.com/category/base-solids-editing/
and this can be used to "reconstruct" a feature tree to make it easier to edit..
http://labs.autodesk.com/utilities/feature_recognition
Your link did not work. Is this a special screw?
I try not to use mcmaster-carr because is has threads cut in their hardware and makes a mess of things.
I may have what you need in Inventor format. I have over 750,000 hardware modeled...