It is traditionally a bit difficult to create the picks for any but the very simplest screens directly from the web interface. I haven't tried in so long that I can't help you on that front.

But this is the other way to do it, traditional in MI circles:

Check to see if your subscription allows you to use their Windows software.
Its name changes from time to time, it used to be the Value Line Investment Survey for Windows, then Value Line Investment Analyzer.
This is the page with the download link, which may work if you're logged in.
Value Line: Value Line

Again, assuming your subscription supports it, you can download the weekly update files for that program.
This is the page that has the most recent update files.
Value Line: Value Line

So, if your subscription supports those two things (and you're running Windows!) you can do everything from there.

Download and install the latest weekly update, normally posted early Monday mornings.
Start the Windows program.
When it prompts for log-on, choose "work off line"
Click: Summary and Index | Value Line Screens | Value Line Investment Survey 1700 Stocks | Display
File | Export | Spreadsheet
On the dialog box, check "export headings", export what=all, format=tab delimited, click OK
It will warn you that there are too many columns for Excel, click OK
Enter a file name | Save

That gives you a tab delimited file with ALL the fields in the database, up to date.
There are lots of ways to use this, but one traditional way is to run the magical Excel macro which creates the picks for any screen you like, given its definition in the "Radiscript" language.
(ongoing thanks to the GreatRadish, RIP)

Though I often just use the Unix "cut" comment to pull up the fields I want into a narrower CSV file and import the fields of interest into Excel, then sort.

Jim