How to remove damaged screws?

What style heads are on the screws, and I assume you mean the heads are stripped, not the actual threads? Most often I see folks trying to use Allen hex wrenches in what are actually Torx-style heads and they ruin the head. Sometimes you can fit a smaller or larger Torx bit into the damaged head and get enough torque on it to start turning. If the head of the screw is accessible and not too deeply recessed, you can try to use a Dremel tool and cut a slot for a blade-style screwdriver.