Are you talking about the blue threading that comes on snowboard binding screws? That is blue Locktite. Make sure you avoid the red one. Apply just a dab of it and screw your bindings in. Alternatively, I heard nail polish works pretty well too, though not as sticky.
I got some blue Locktite today...Had a chance to check out the mounting holes on my board, and I pulled some metal shards out of 2 of the holes! Yikes!
I bought some longer M6 screws (maybe an 1/8th inch longer than stock) so we'll see if that helps anything.