OK, what are you using to download videos from YouTube? I should say that it does probably breach copyright laws, but it might help us to establish the problem. I'm wondering if that, or one of the screensavers you downloaded, may have contained some spyware. Has your computer slowed down at all? Have you looked in the Programs list, to see if any of the screensavers are listed there?
To turn off normal screensavers, you would go to the screensavers list in Display Properties, and simply select Off, or None, but if it's a downloaded screensaver, the options may be in the Start > All Programs list, or sometimes you can right click the screen when the screensaver is running, for the options.