.scr is the file extension for screen savers. There have been many cases where trojans or viruses have been delivered with a screen saver. The problem is that when you download a screen saver form the web and lauch it on your machine, the code will be executed with your user account and thus it can basically access every file that you can access.
This said, it is not recommended to download any screen savers from the net, but since you are going to download anyway, scan the files before using and do not run stuff that you received with e-mails (even if it came from a person you know).
...and moreover --> very many people are using their windows with a user account that belongs to administrators group. This makes it very easy for trojans and viruses to spread and do their stuff.
- karnevil9
