Turn on a screensaver without having to wait by adding a shortcut to your desktop:
1.Click the Start button, and then click Search.
2.In the Search Companion window, click All file types.
3.In the file name box, type *.scr
4.In the Look in box, choose Local Hard Drives (C:) or the drive where you have system files stored on your computer.
5.Click Search.
6.You will see a list of screensavers in the results. Pick a screensaver you want. You can preview it by double-clicking it.
7.Right click on the file, choose Send To, and then click Desktop (create shortcut).
To activate the screensaver, double-click the icon on your desktop.
Source:http://www.microsoft.com/windowsxp/using/setup/learnmore/tips/liu1.mspx