Many complaints about this on Amazon and New Egg. They are putting thread locker on the screws at the factory. Several posts state the trick (aside from using the proper screw driver) is to warm the screw up a bit either with a heat gun or by touching the tip of a soldering iron to it for a bit. I have not tried this myself but it makes sense that heat would thin the thread locker. Restraint is advised.
Some people have taken off screws on the back of the board to get the whole heat sink off. Some have stripped out the screw heads really bad and given up. Asus response is to RMA the entire board rather then just send a few screws out. They are evidently kind of long and hard to find.
