How to embedd the head of M2 and M2.5 screws?

Hi, in the past I was told to use Counterbore to embed the head of the screws under the Hole Wizard. However, when I chose Counterbore, the minimum size is M5. How come? I want to embed the head of screws like the following in the frames.

McMaster-Carr

 McMaster-Carr 

SolidworksAssemblies