Lightroom has the capability to publish images to external sources. Most people use this capability to publish to Flickr or Smugmug (I do both). But the beauty is that you can also publish locally to your own hard drive. You might wonder why you'd want to do that? There are several great uses, but I'll give you the one reason that's relevant here--it's so you can have a folder of small JPG images that the screensaver will be able to use along with the other JPG images you might have in your My Pictures directory.
So, I created such a folder, and then selected the RAW images that I've got published on my website gallery (www.CostaMesaPhotography.com) and created a collection that I can publish any time I add new images to it--super easy, super simple. Now my computer's screensaver is flashing ALL my great images when it kicks in, and bring back lots of great memories!!