As was said, if you buy some plated screws you should remove the plating before attempting to blue or brown them.
This can be done using acids, fine grit silicone carbide (black, wet/dry) sandpaper or even a propane torch.
To remove the plating with a torch just heat the screw head until it's glowing. (do this outdoors as the plating material will vaporize and it isn't good to breath it).
If you want to "fire blue" the metal, first sand it to a shiny condition, then, while holding the screw with some pliers, slowly heat it. Its color will change from silver to yellow to brown to purple to blue as it gets hotter. When it is changing from purple to blue, drop it into a can of oil.
If you overheat it, it will change from blue to gray. If this happens, resand it and start again.
This process will not harden the screws material so if you also want a hardened screw head you will have to buy some carburizing compound like kasenit.
If you just want to brown the screw heads, follow the instructions for your browning solution.