Place the cursor in any free space on your desktop (not on a shortcut) and right-click.
A menu should be displayed. Click on Properties and a box should appear.
Click on the "screensaver" tab.
In the middle of the screensaver box is a drop down list of the available screensavers - the one selected on your PC is "my pictures slideshow". Highlight another from the list and click "apply" at the bottom of the box, then OK to exit.
That should solve the problem and spare the blushes!
(instructions for Windows XP, I'm sure it's very similar for other Window packages).