Sounds like a data mining scam. Since I don't download screen savers,etc. (especially this one),because every time you download something like that,your IP address gets transmitted too.
IP (internet protocol) is like a map to your living room or office.
The cookies (funny name) are pieces of code that track you,some are necessary,like from the bank. Others are just malicious code that attack you,hijack you and turn your life upside down.
So be careful with stuff like that,viruses are transmitted easily when you let your guard down.
Thank you
(IMO)