The screensavers are saved as .ZIP files. You will probably need a utility like WinZIP or WinRAR to uncompress them.
The utilities mentioned above can be downloaded from these sites: www.winzip.com and www.win-rar.com
They are zipped up to make the file a bit smaller to download, and also because the screensaver installer is an executable which means that some programs might block it or give lots of warnings about it!
Once downloaded and unzipped run the installer...the screensaver is now installed.