Right-click on Desktop and then on Properties, then on Screensaver tab. Scroll down the list of screensavers and see which ones you want to delete.
Write down the ones you plan to delete.
Now go to Search and Files and Folders....and type in *.scr for the filename and click Find Now.
As the screensavers show up on the right hand side, you can then right click and delete the ones that are on the list you have just written out.