Screen savers are actually to be displayed when you leave your computer undisturbed for a while. But if you want a particular screensaver to be displayed immediately instead of the time delay, (even if the time delay is set in the display properties) then you can bring up the screen saver by just double clicking on the screensaver file (.scr).
There are some inbuilt screensaver files in windows. You can search for all the .scr files in the windows search tool for getting their location. In windows Xp the inbuilt screensavers are present in the windows/system32 folder.
Just have a shortcut of your screensaver file (.scr) in your start menu or desktop and then just run the shortcut whenever you want the screensaver to be displayed.