To change the welcome screen screensaver, open up the registry editor
(Start/Run REGEDIT) and navigate to:
HKEY_USERS\.DEFAULT\Control Panel\Desktop
On the right pane, double-click on the value named 'SCRNSAVE.EXE' and type
the full path to the screensaver of your choice. Click ok and shut the
registry editor. Restart your machine for changes to take effect.