I could be wrong about this, but new cassettes are a single block of cogs that can't be taken apart. In the old days (not that old really) you could remove your cassette/free wheel, undo a couple of tiny bolts, and take the entire thing apart. That mean you could clean the cogs really well, not to mention replace a single cog or two. So if you road most of the time on your 16- and 17-tooth cogs, you could replace those cheaply. But I'm not certain if it was called a free wheel. Mine still slid on, but you might be right about the "screw on" part.