While some folks used the Kindle 1 hack to put pictures of their loved ones on their Kindles others did less savory/legal things.
Think about the comments NBC made about Apple and the "pirate ipod platform" and that was NBC.
The publishing industry is far far more conservative.
People start violating copyrights with screensaver images and next thing you know the platform is fit only for pirates and Amazon is accused of aiding and abetting for not shutting them down.
It takes but a few bad apples to spoil a nice thing for everyone.
My suggestion is to nicely ask Amazon for the ability to email screen saver images to your Kindle. You can also suggest to them you might consider buying screen saver packs/images if they offered an ability to publishers to sell them.