I just downloaded the screensaver (I usually use the text-client), it worked perfectly.
Then I copied the two files as described. When try to start or to configure the screensaver now, I get this message (translated from German, so it will read different in original English):
Working on Win XP; I don't have a glut32.dll in the windows directory.Foldtraj.scr - Component not found
The Application could not be startet, because glut32.dll was not found. Perhaps it works if you re-install the application. [OK]
I guess I'm missing some GL library?