This is one approach, but it only works if your application is the
foreground application when the screen saver starts.

const int WM_SYSCOMMAND = 0x0112;
const int SC_SCREENSAVE = 0xF140;

protected override void WndProc( ref Message m )
{
   if( m.Msg == WM_SYSCOMMAND && m.WParam.ToInt32() == SC_SCREENSAVE )
   {
       // your code here
   }
   base.WndProc( ref m );
}

the screen saver has started but the only thing I could find was how to do
it in C++ & Visual Basic 6.

Try this:

[DllImport("user32.dll", CharSet=CharSet.Auto)]
 public static extern int SystemParametersInfo(int uAction,
  int uParam, ref int lpvParam, int fuWinIni);

const int SPI_GETSCREENSAVERRUNNING = 114;
int screenSaverRunning = -1;

// is the screen saver running?

int ok = SystemParametersInfo(SPI_GETSCREENSAVERRUNNING, 0, ref
screenSaverRunning, 0);

if (ok == 0)
{
    Console.WriteLine("Call to SystemParametersInfo failed.");
}

if (screenSaverRunning != 0)
{
    // screen saver is running

}