On the Home Screen, press Options / Open Profile / press left to get to the Screen tab / scroll down to Screen saver / Open / choose Picture option and press Select

Now choose Options / Settings. This will show the current image in use. Select Change to alter it.

This will open the Images folder on the phone memory. You can choose an image from here or press right to go the the Memory Card tab, if you have a card inserted.

 

Select the file then press Done. Now press Options / Save to save your changes.

Also, if you click on the Up option on the phone memory, you will go up a level. Scroll down to the Media_Content folder and open it.

 

Within there open the Screensavers folder. You will see some of the built in animated screensavers that you can choose from too - Elemental is pretty cool...