Right click on the .scr file, click on Properties
tab, and on the Unblock
button towards the bottom if there. If not, then the file is already unblocked.
Next, you may be able to just copy the file into the C:\Windows\System32
folder for you to be able to select to use it in the Screen Saver Settings
window. If the .scr file is not Windows 7 compatible, then this will not work either.
Hope this helps,