I did some screws like this in various models, but only one or two have been released as freebies.  I think I did a tutorial or WIP thread a while ago with a screw like that as well.  Anyway, I'm actually working on a freebie Philips Head screwdriver and screw to be released in a day or so, if you wanted to wait for that, where I'll have a screw almost identical to this one you posted, as a free item.

However, that won't help you learn to create your own, obviously.  So, I'll post a very quick example in this thread of how I would go about making the cross for a Phillips driver, on a rounded screw head, in quads.  Airflamesred has a great video tutorial about how to make the threaded body, so might wanna give that a look here.  Give me just a few minutes to throw together a few screencaps.

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