Screen savers are displayed on your computer's monitor after a preset period of inactivity. Originally, they were employed so that a monitor would not be imprinted with whatever image was on the screen. The monitor screen on your Windows XP machine redraws itself somewhere between 60 and 85 times every second, and if an image did not change once in a while, the phosphor dots that make up the picture might permanently "glow" with a single image that was left on too long. To combat this problem, screen savers of the "Flying Toasters" variety were developed (and, somewhat unbelievably, actually sold) to ensure that no single image was left on for too long.
Contemporary monitors aren't susceptible to this kind of image burn-in, though, so you shouldn't worry too much about this ever happening to you. Nonetheless, screen savers can still come in handy, especially when trying to keep the contents of your computer screen away from the casual passerby. You can configure the screen saver to trigger after a short time, say only after a couple minute's worth of inactivity, and then require a password to unlock it.
XP ships with 10 animated screen savers. The default screen saver is a "flying" Windows logo on a black background.
If you feel a burning need to use alternate screen savers, here's how:
The screen saver previews in mini-mode in the area above your selections, and you can also preview it in full-screen mode by clicking the Preview button. Just wiggle the mouse to finish the full-screen preview.