Smallest Lowe's had was a 6-32! what is the world comming to. Don't get me wrong I like Lowe's for there prices, hours and helpfull staff (for loading things into my truck at least), but when it comes to little things and obscure items, you cant beat a good "Mom & Pop" type hardware store. You Know, the kind with a bunch of their items stocked in weird places like in old wooden draws, or in a stairwell. Usually these are Do-It Best (formally HWI) or True Value stores. Everyone should find a store near them. They seem to always have what you need, and if they don't most places will look through multiple books and call several suppliers to try to find it for you. You just cant beat that kind of service.
BTW, you probably know, but 6-32 is a "standard" and probably wont thread right into that metric hole. Try a mom and pop place if you can find one, I know the Do-It Best retailer by me, Biener Hardware, has 4mm, and as far as small standard machine screws go, their smallest is 4-40.