iPhone 4s Screws losing 5-point pentalobe

First, I would take a look at this list of the 12 best ways to remove stripped screws, to see if anything there can help (the rubber band trick is surprisingly effective).

Also, if the screw isn't stripped too badly, you might get lucky and still be able to get it out with one of our Pentalobe Screwdrivers. Since you're going to have to replace the broken screw anyways, it you might try the driver in our iPhone 4/4S Liberation Kit, which comes with two Phillips screws to replace those pentalobe screws for good.

As a last suggestion, iFixit also has a Precision Screw Extraction Kit that should be able to pull out the screw giving you trouble.