Оформил: DeeCo
Автор: http://www.swissdelphicenter.ch

uses
   shellapi;

 procedure InstallScreenSaver(const FileName: string);
 begin
   { Set this screensaver as default screensaver and open the properties dialog}
   ShellExecute(Application.Handle, 'open', PChar('rundll32.exe'),
     PChar('desk.cpl,InstallScreenSaver ' + FileName), nil, SW_SHOWNORMAL);
 end;


 procedure TForm1.Button1Click(Sender: TObject);
 begin
   InstallScreenSaver('c:\YourScreenSaverFile.scr');
 end;