Where have you saved the pictures ?
If for example in My Pictures,highlight them and delete or right click the picture in question and delete.
If received by email,they maybe stored in your documents folder.
Changing your screensaver:
1. Click on the Start menu. The Start menu will expand.
2. Click on the Control Panel icon. The Control Panel will open.
3. Double-click on the Display icon. The Display Properties dialog box will open.
4. Click on the Screen Saver tab.
5. Click on the drop-down menu under Screen Saver to expand it.
6. Click on the screen saver you wish to use. For example, you can click on 3D FlowerBox.
7. Click Preview to see what the screen saver looks like.
8. Click on OK to select the screen saver. The Display Properties dialog box will close. You've successfully changed your screen saver!