depends ont he screw and where it is located but there are a few ways
either get a dremel and a cut off wheel and cut a slot into the head of the screw to make it accept a flat head screwdriver
get a crafstman screw out set (work really well and arent very expensive)
or drill through the head of the bolt and gte a set of easy outs i think they are called, but they are just a reverse thread hardend screw that digs itself into the hole and removes the screw
they also work fairly well just take more time