If you have Windows Millennium Edition, try the following:
Move the file with the photo into the My Pictures subfolder of My Documents.
Right-click on any empty space on Windows' desktop.
From the pop-up menu, choose Properties, then click on the Screen Saver tab.
In the small box where screen savers are chosen, click on the arrow on the right. Choose the My Pictures Screen Saver option.
Click on Apply.
If you have Windows 95 or 98, then your best bet is to call on third-party software such as Sierra's PhotoExpert for help.
Freeware and shareware programs for creating screen savers out of your photos or other works of art are also available online.
At www.zdnet.com or www.cnet.com, use "turn photo into screen saver" as a search phrase - without the quotes - and you will be rewarded with lots of choices.