A Screw move is when you force the enemy to come down from the air, although you don't have to have your opponent in the air to perform it. If you look at the move lists for any character, any move that has a green icon attached to it means that it is a screw move.
The easiest for me was Eddy's Rage Drive, which is tap
. Also note that using this can nab you the "Overdrive!" achievement, which is for successfully dealing 10 Rage Drives.