In this sentence, "immediately" means that the appliance will not function until the safety screws are removed. It emphasizes the importance of removing the safety screws before using the appliance.
Using "properly" in this sentence would not be as effective because it does not convey the urgency and necessity of removing the safety screws. "Properly" implies that there is a correct way to use the appliance, but it does not necessarily indicate that the appliance will not work at all if the safety screws are not removed.
Therefore, "immediately" is a better choice in this sentence because it conveys the sense of urgency and emphasizes the importance of removing the safety screws before using the appliance.