Thanks guys for transforming my question into such a wonderful discussion!
OK, so now we have a tested RUNME.sh (the one in post 17 by Thomass) and it does not even need the data.tar.gz to be run...
So, I just copy it to the root folder, then I restart the Kindle...
Then, all that's left to do is to copy the screensaver images... interesting! Pretty great!
Thanks again! I'll try that immediately!