The not copying an installer somewhere and adding an entry into Add/Remove seem to be counteractive. My understanding is that add-remove programs neccesarily references a copy of the uninstaller that resides in a Windows directory (so it doesn't lose access to it).
Perhaps you could have the screensaver double as an uninstaller if you pass it some sort of command-line option. Then simply tell the msi that the uninstaller IS the screensaver (hence no unnecessary coping to some other directory.)
