SCR? Ah, yes, this is an old attack. Those are EXE files internally. They are supposed to be the programs that are run when the screen saver function is activated - but in practice, you can run one at any time just by double-clicking on it. It's a perfectly normal executable; it's just that many people wouldn't expect one to reside in a file that doesn't have an EXE extension.
(Well, in fact many people wouldn't see the extension at all, because by default Windows doesn't display them.)