It is odd that User Account Control (UAC) would block the screensaver options. Removing the notification is dangerous since it circumvents the security of the system. By setting that value to 0, or FALSE, the system is more vulnerable to malware and other attacks:
EnableLUA
I suspect that your rundll32.exe path was not set up with the correct permissions for normal user access. We can help you fix your file permissions safely to provide the proper security to your system if you are interested.