Hi terraskye, you sure can change them.
Some genius guys on this forum (NiLuJe, Yifan Lu and others) have worked hard to make it possible. Because the procedure was a little complicated (especially for people who are not very expert about computers), I "packaged" their work into a little program that does the work for you. Just follow the on-screen instructions and you'll install the custom screensavers on your Kindle. Here is the link:
http://www.kubizo.com/changing-kindle-screensaver.php
Enjoy your new screensavers! :-)