I make a living out of being a software writer and consultant and, believe me, if someone wants to get at content, they will. With Windows programs, the files would have to be shipped along with the executable file; with OS X, the files would be included in the application bundle, which is, in reality, only a specially marked folder. Either way, unless you are prepared to encode the images and have them decoded at runtime, anyone with the least technical knowhow will be able to easily get at the images.
System screensavers are not just another program, they written to tightly integrate into the OS; unless you are prepared to either use a milti-platform development environment or write one version per platform, you are not going to get a "one size fits all" solution.
Finally, I really can't see such a product as being anywhere near as marketable these days as you might think. unless you have a particular style that people are clamouring to get their hands on, there are just oo many public domain pictures available to make it worth someone's money just to have an image that will only appear when you are not actively using your computer.