I used the first ones. The motherboard is firmly secured to the case (well, to the standoffs) with them, but I saw some people who uses the other two so I don't know which one would be the best choice.
Do you know if the motherboard could suffer some kind of damage by using the wrong screws (even if the motherboard is secured)? I want to make sure before first startup
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They're just screws! As long as they have the proper threads, it really doesn't matter which ones you use.