• To disable screensavers altogether, select "None" in the dropdown (first option).
• Pick "Blank" in that dropdown to use a black screen as screensaver.
• "Photos" uses images from My Pictures as screensaver (hint: click "Settings").
• Same for "Windows Live Photo Gallery" if you've installed Windows Live Essentials.
Tip: hold down the Windows Logo key and press "L" to lock your computer at any time.