You will often find many identical sizes for your electonics at the hobby stores specializing in remote control vehicles. I've found screws as small as 2mm at my local stores. If you have one locally it can save you the few days waiting for an order.
If you don't ever want it to come apart again, you can use an automotive weatherstrip adhesive. Use sparingly on plastic as it can damage it if not used lightly. It's primarily made for rubber to metal or painted metal surfaces, but I use it for much more. The strongest is 3M Super Weatherstrip Adhesive. The tube is rather large and 3M is not the cheapest product. Permatex makes an identical product in the same size for significant savings. Automotive parts supply stores and automotive departments in a Wal*Mart type store are places it's available. Following instuctions, you'll coat both surfaces lightly and let it dry (about 1 to 2 minutes). Then apply a small amount to one surface only and bond/assemble. It's ready in a minute. Cleanup with acetone (nail polish remover). Oh, it's available in yellow or black (which one shouldn't matter if you use it right and it doesn't show when finished!).