HD 5770. Screw loose help

Personally I would send it back to Amazon for a replacement. Opening the card may void any warranty and a leaving a loose screw inside could lead to it causing a short.

Where did the screw come loose from ??? -- chances are it is one that should be holding something in place - (either the fan or shroud) - definitely do not want to just leave it as that could cause a short at some point breaking the card - so either contact XFX and ask them about RMA or removing it yourself (call them first to see if the warranty will still apply if you attempt to remove it yourself and it breaks something) or send it back to Amazon.(probably faster turn around time sending it to Amazon)

I'd just look for where it goes and see it i can acess it /get the skrew out without taking the card apart if i can then great i'd put back in the skrew, if nto then i'd rma to xfx (as they will sometimes cross ship provided you give them a credit car dnumber for security)