A little more info would be nice, but assuming that you are talking about a small screw in thin plywood (Like a cowl attachment) there are several ways.

Like RCKen said, you can fill the hole with anything from a tooth pick to a piece of dowl. Hardening the threads with Thin CA will help them last longer.

But if you really want them to hold up, drill a 1/8" hole and glue a piece of inner flexible pushrod tubing in the hole (Flush with the surface). This will fit a #2 screw perfectly and can be slightly drilled out to fit a #4 screw. But this will only work if the wood is thick enough to hold a firm grip on the plastic tubing (Like at LEAST 1/4" thick)