Can you import the settings once you are logged on? - or do you get the same error.
If this works, you should check your policy settings (use poledit) for the execution of the logon scripts - there is a settings called something like "run logon scripts synchroniously" in the policy settings of the computer.
Or you can create a additional policy template (.adm file) to define the screen saver. The content of this template file can look like the following example:
CLASS USER
CATEGORY !!Main_Category
CATEGORY !!Screen_Saver_Policy
POLICY !!Enable_Screen_Saver
KEYNAME "Control Panel\Desktop"
VALUENAME ScreenSaveActive
VALUEON "1" VALUEOFF "0"
END POLICY
POLICY !!Enable_Password KEYNAME "Control Panel\Desktop"
VALUENAME ScreenSaverIsSecure
VALUEON "1" VALUEOFF "0"
END POLICY
POLICY !!Time_Out
KEYNAME "Control Panel\Desktop"
PART !!Time_Out_Text EDITTEXT
VALUENAME "ScreenSaveTimeOut"
DEFAULT "600"
END PART
END POLICY
POLICY !!Screen_Saver
KEYNAME "Control Panel\Desktop"
PART !!Screen_Saver_Location_Text EDITTEXT
DEFAULT !!Def_Screen_Saver
VALUENAME SCRNSAVE.EXE
END PART
END POLICY
END CATEGORY
END CATEGORY
[strings]
Main_Category="Windows NT Screen Saver"
Screen_Saver_Policy="Screen Saver Policies"
Enable_Screen_Saver="Enable Screen Saver"
Enable_Password="Enable Password"
Time_Out="Waiting Time"
Time_Out_Text="Enter Value in seconds"
Screen_Saver="Screen Saver Style"
Screen_Saver_Location_Text="Enter the location of the Screen Saver File"
Def_Screen_Saver="%SYSTEMROOT%\system32\logon.scr"