Once you can view the display properties, you must click on the screensaver tab. Everything related to your screensaver is available to you in the box with the title Screen Saver, which is right below the preview screen.
Every screen saver file that is in your windows directory, you will be able to see here. When you install a new screen saver, the screen saver file must be placed in the windows directory in order to choose them from this dialog box.
You can choose whatever screen saver you please from the pull down menu, and you also have the option to edit specific screen saver settings from the Settings button beside it. When finished, simply press the OK button and you're done.