But since you said the screw fell out... and the humbucker is loose... I'm going to assume that it's mounted to a pickguard. Since the mounting screws aren't exposed on a guitar that mounts to the body with mounting screws (Les Paul style).
Like ninja said, try to put it back in... If it doesn't thread in... it's probably because the threads or the hole is stripped. Meaning, you're going to need a different sized screw... and possibly a drill to fix the problem. There may be other solutions depending on the specific guitar that you have. I suggest simply taking it into a guitar shop and having it looked at.
