Screensaver greyed out

Hi all,
On my PC, the screensaver drop down box is greyed out and there is a bmp or jpg file that is used as the screensaver.

How or where would this jpg be stored, so that I can change it? Alternatively, how can I reinstate the screensaver drop down?

I've checked the GP editor and User configuration, personalization, prevent changing screensaver is "not configured". It makes no difference if I set it to disabled.

Any pointers please?