How to setup sreensaver on windows xp

screen saver is pretty simple thing...

go to screen saver options ( right click on desktop > properties > screensaver)
choose the duration it takes for the screen saver to come on, select the screensaver you wish to use, hit preview to make sure it works, hit Ok or Apply to save.

That's about it, if your ss is a custom one, it might have been improperly coded/made, does the preview button work with it?