Don't have access to my installation just now, but if I remember correctly: in the mentioned screen save menu item, you can navigate the folders in your lmce installation and select images using check boxes. Be sure to save the changes you make.
As there probably are some automatically downloaded flickr photos already in your screen saver, it might take some time for your pictures to be shown, unless you disable the flickr script and remove those images, of course...
br,
sambuca