The coarse deep threads of a sheetmetal screw really take a good "bite" in the nylon mounts. The friction between the screw and the mount acts to lock the screw so it should never loosen until you unscrew it.

I do prefer to drill and tap the mounts for 6-32 screws though. It really is just a preference.

$3.99 will get you a 6-32 tap, with the proper drill, from Sears http://www.sears.com/shc/s/p_10153_1...0P?vName=Tools
Home Depot, Lowe's, Ace, True Value, etc... should have the same thing (tap and drill skin-packed on a card).