If I had to guess, and I do, I'd say that the domain admin enabled a policy to prevent the Screensaver tab from showing up in the Display Properties dialog. I use this policy myself. I imagine you'll need to ask the domain admin to send someone to your machine to log in as a domain admin and change the screensaver to suit you. (Or maybe they want the particular screensaver that's running to be the only one in use at the site???)
- prosaic