Hi everyone, my website is quite relevant to the question in this topic, then I hope you will not accuse me of spamming even though I'm doing self-promotion
At http://www.kubizo.com/changing-kindle-screensaver.php you can find an automatic installer that does the job on your Kindle without requiring you to download hacks and fumble with them. On the website you can also find more than 2000 images in the right format (600 x 800, 16 shades of grey) to be used with the Kindle and, coming soon, a screensaver generator to convert your own photos into Kindle screensavers.
Enjoy!
Kubizo