Check the first option "Create and install a screensaver into my desktop" to turn your show into a screensaver and install it into your desktop. Simply specify a screensaver name and press OK button.

The another option helps you turn the show into a screensaver and wrap it into an executable file that can install the screensaver on someone else's computer when the file is executed. This is a very useful tool to share your screensaver with other people.