When creating screen saver, select Digitally Signed Screen Saver (.scr) with Separate Data (.dat) in “Save as type” drop down box. This produces two files: one with .scr and the other with .dat extension.
Such .scr file is already digitally signed, which ensures its authenticity, integrity and identifies the software publisher as Finalhit. Note that both .scr and .dat files should be used together, i.e. copied to appropriate System folder.
The other option is to sign .scr file or .exe installer by yourself. You need to obtain code signing certificate for Microsoft Windows executable (EXE) and then use it to digitally sign the file. You can purchase code signing certificate from Sectigo, DigiCert, GlobalSign, Entrust, Certum, SSL.com or similar provider.
Note: To digitally sign .scr file, you need to strip existing signature beforehand. You can use delcert utility to achieve that.
Example how code signing process looks like: