can you access your registry?
Screensaver settings are handled in many ways. If by chance you are getting a network policy, it's possible that they are doing what we do here. There are several registry keys that control what settings are used. They force out these while on the network and then also apply a local policy to reapply them when you are away from the network. This works in an Active Directory domain setup. It can also work with NT, just in a different way. NT controls everything via Local policy, and in so doing you can gain a bit more control over it as a user, only if you are an admin/power user (the difference depends on what needs to change.)
Also, the Policy setting, doesn't have to be made in the Local policy controls. A good AD/NT admin, will make the changes in the registy through a login script\policy update so that user "policy" never over writes. The problem with doing this, is that you can reverse the changes for a temporary period (login again and you get the changes back). This is the best way to keep things as they want them. Best thing is to export the registry keys that contain the settings you want, and then import them after you get logged on (access permitting).
If you are on and AD domain, then they can set specific update times for the policy to be refreshed. This will overwrite any changes you have made since then. And there are really no ways to block this. One way to get around it, is to create a local admin account on the PC, and then map and reconnect to all of your network locations providing the authentication on the way. It works cause the network policy doesn't apply to local users.
Policy if set to machine, will be handed out to each profile from Default user. even if you delete the profile and log back in, it will be there still. You have to remove the information from default user, then new profiles won't see it. Also, if you use machine Policy from the local policy editor, you can set it to run for ever login. Network policy is handled by groups and users, but screensavers are very rarely done in this manner, as the overhead is too high. They just set a global policy and every machine gets it.