How can I make an animated screensaver?

I want to turn a .gif, .wav, or .swf file into a screen saver. I have an idea in my head, but I don't know how to turn it into a screen saver. I don't want the simple 'picture folder screen saver' or 'edit your photo' or anything like that. I already know those. It's something specific I want to make, but how do I turn the files/animation into a screen saver?