SWF To Screensaver Scout can generate re-distributable .EXE screensaver installers that will install your flash screensaver on the end-user desktop. You can use existing flash movie to create new flash screensaver, put your title, web-site address and create flash screensaver installer that you can re-distribute from your web-page in a few minutes. Can automatically play flash movies in the order they are listed. If you want to see your favorite flash movies, simply click the first flash file and the rest of them will be shown automatically in the order they are listed.

The guid about  How to Convert flash (.swf) to screensaver(.exe) is at:

http://www.qweas.com/download/web/flash_animation_tools/swf_to_screensaver_scout_guide.htm