And on my XP Pro it never asked anything but simply opened the settings dialog, clicking OK closed settings without running the screensaver, renaming to .exe fixed this.
never had any trouble with previous versions.
There is no "installer" with these versions.
Right click shows install
If you have no previous version in the win/system32 folder then right click install places a copy there and opens the screensaver dialog, this doesn't work if previous version exists.