Well only you can know if this screensaver is legit, e.g. you know about it; you got it from a legit source; you installed it; and at that point in time it would be running ?
If the above is correct and you are installing/running it for the first time, again it is you that is in control of that action and not something that happened out of the blue, so it should be OK. So you have the you can select open normally and also check the Remember my answer for this program, etc. see image example, that adds it to the exclusions.