S&W will extract it for you, or......
"Usually" with the head off the screw isn't tight and can be turned.
Method one is as above, use a sharp needle, engraver's graver or other very hard, sharp tool and a small hammer to try to turn it.
To do this, the idea is to get the hard tool to "bite" into the metal on the outer edge of the screw.
First try to turn it by pushing by hand. If that doesn't work, tap gently with a small hammer.
Second method is to use a knife-edged needle file or if you're super-duper careful a Dremel cut-off wheel to cut or file a groove in the exposed part of the screw. Then use a standard gunsmith's screwdriver to turn the screw out.
Another method is to buy a very small Sears screw extractor.
They sell a screw extractor that has a toothed end that will bite into metal and turn the screw.
In this case you MUST use a drill press and you turn it by hand to both keep the extractor centered on the screw, and to gently turn it without the press running.
Best advice: Try wiggling the screw with the sharp tool just to see if it's loose.
Try to turn it by hand, and if it won't ...... back to S&W so you don't botch up a good gun.