There are a number of tools around:
http://www.screensaver-maker.biz/
http://www.tenmiles.com/
http://www.neoaspire.com/Flash2Screensaver/index.htm
try a search on one of the search engines...and then pick a product...Some companies that offer "Advertisement" screensavers (Halifax used to) have a screen saver that will allow you to swap the "MOVIE.SWF" file with one of your own making it much easier...
Either that or grab a copy of VB and write your own screensaver that shows a flash movie.