Hi smookie.
I'm hoping I can give you some information that will help you out here.
You seem to want a picture to be a screen saver. Pictures cannot be screen savers. Pictures CAN be wallpaper. A screen saver is something you "play" on your monitor and it generally kicks in after a few minutes, however many minutes you set it to be. Wallpaper is just a background on your monitor that is always there after your PC has booted up.
I think you may want wallpaper. If so, the pictures you have downloaded must be bitmap images. Bitmap images have a file extension of BMP. The file extension is the three letters that follow the file name. If you can't see those three letters, then right-click one of the files you downloaded, hit Properties and look at the MS-DOS name and you should be able to see the file extension. If you've got BMP files, then move them to the C:\Windows folder.
Then, when you right-click your desktop and choose Properties, you'll be on the Background tab. Your picture should now show up in the list from which you can choose your wallpaper.
If you are on the web and see a picture you like, it is easiest to right-click it and choose Set as Wallpaper. Doing this automatically puts the file into the C:\Windows folder and converts it to a bitmap file for you.
If you ARE talking about creating a screen saver, that is another story and you should let us know so that we can help you with that.
Hope I've clarified a few points for you here.