I doubt that there's any Perl module to do that. If I remember correctly, .scr is the same as .exe, in other words it's a program (executable machine code) not an image. Assuming we're talking MS Windows here...

There may well be commercial/shareware products that allow you to construct screen savers from one or more static image files. You could try http://www.download.com/ or http://www.google.com/ for that.