Welcome to the Windows 8.1 club Rev!
I think we might need a little more information. Here's what you should be doing:
Right click on the desktop and select Personalize.
In the bottom right hand corner of the Personalization window, click on Screen Saver.
Choose your settings and then close out by clicking Apply then OK.
Is that what you're doing? Make sure to click "Apply" first when closing out.
Cheers... Jim
Moderators
If this is a laptop then you probably have a program running in the background not letting the computer to go into idle mode. You can close all running programs and open (Control Panel>Administrative Tools>Resource Monitor>CPU Tab) and try to find the culprit. You also need to make sure Power Management isn't over riding your screensaver settings. If all else fails uninstall and reinstall the graphics driver. Daniel.
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