An intramedullary nail assembly (10) for use in a medullary canal (2) of a long bone (4) includes a nail (12) for positioning at least partially in the medullary canal (2). The nail (12) defines an aperture (14) through the nail (12). The assembly also includes a screw (16) which can be positioned in the aperture (14) of the nail (12). The screw has a shank (18) defining an end (20) and a periphery (22) of the shank. A portion of the periphery defines a thread (24). The assembly also includes a locking component (26) operably connected to the screw (16) and to the nail (12) for securing the screw to the nail (12).