Edit: HKEY_USERS\.DEFAULT\Control Panel\Desktop
Double click ScreenSaveActive and set it to 1.
Double click SCRNSAVE.EXE and enter the full path to the screen saver you want to use such as SCRNSAVE.SCR or SSTARS.SCR.
Double click ScreenSaveTimeOut and enter the number of seconds of inactivity before activation.
You will need to reboot for this to become effective.
Never use anything other than the blank screen saver (scrnsave.scr) on a "Server" as it will steal needed cycles!