Since we don't know what distro or window manager you are using, try these generic instructions for adding new screensavers.
Installation example for 3D matrix
Unpack the tar.gz file and change directory to the extracted folder.
Run the console with root privileges and run matrix_gl with "install" switch.
In "Control Centre" choose "Look and feel"->"Screensaver" and set to the Matrix GL
BTW, the matrix 3D is preinstalled in most linux distros. Just follow these instructions for the screensaver you want to install.
If it does not work, reply here with the distro and window manager you are currently using.