OK, I think I know what your talking about. You backed the screw out so far that the string lock block fell in deeper than it should. This used to happen to me a lot until I learned to back it off just enough to pop the string out.
Take your guitar to your kitchen table or any large flat clean surface (some place where the little block cant go flying off and getting lost.). Back the screw out all the way so you don't see it in the cavity, but not far enough so that it comes all the way out, now tip your guitar over and it should fall out. This may require some gentle tapping if it got stuck really deep. If it still doesn't come out, you will need a pair of needle nose pliers to get it, or a very strong magnet. Once it falls out, bring the screw back in far enoguh so the black cant go in. Face the block with the dimple side torward the screw, and slowly back off the screw until it pops back in, now your ready to put the string in. follow these directions for string changing.
http://www.jemsite.com/tech/restringing.htm
If you STILL can't get it out, time for some MacGuyver shit. Get a Q-tip and some superglue. cut off one of the q-tip ends, and apply some super glue to it (not a lot, and
not the end with the cotton) blow on the super glue for a few seconds, then touch the top of the block and hold for a min or 2, then pull up, it
should come out.