These are pictures from the first time they broke... I fell asleep while listening to them a couple times and I think that caused the breakage the first time. I got the repair center to send me a replacement part and a few weeks later the nut came loose, fell off and disappeared. I emailed them back about it asking for another screw, and she said I would need to send the headphones back in for repair. This really isn't necessary and I would prefer to not have to pay for those shipping costs and wait the three weeks for them to replace a screw. 
 
Does anyone know where I can get one of the screws shown in the pictures below? (They are from the first time the screw broke.)
 
http://imgur.com/a/c31Py

In case anyone stumbles across this post, I'll be driving 40 minutes to an ace hardware tomorrow to try this:
 
http://www.head-fi.org/forum/thread/344869/denon-d2000-mod-so-long-screw-issue
 

It looks like a specialty piece custom made for Denon and I doubt you'll be able to find it elsewhere.  But you could try McMaster-Carr (www.mcmaster.com).  They have every possible screw you could ever need for 99.9% of things, but I don't think the Denon piece is anything standard.

Same thing happened to mine!
Did you manage to find a replacement?

I realize this was some time ago, but did you have any luck? I've got a pair with the same problem.

Bump. Also need a new screw. 

I had not read the referred link  above, but he had the right idea. I received my pair with one cup broken off,  so I fixed the one side with a new nut and screw, actually out of a cheap assortment from a grocery store! Mine looks the picture in the above link but shorter. Good luck!

That screw is a custom part, made to mate with the female version of the same shape as shown in those photos. Metal they chose should have been a harder alloy.

Yeah actually my issue isn't that odd shaped piece, but just the tiny screw that holds the fork onto that. 
 
Has anyone replaced that?  

Honestly? What all of you need is a small 440 tap. Replace it with a CDROM screw. bam done.