The only way would be to set up your account for automatic login. To do
this either use the TweakUI utility or run control userpasswords2,
select your account then uncheck the "Users must enter a password..."
option.
Then set your screen saver to require a password to unlock.

Note that the automatic login works only once after booting up the
computer. Later on if you logout Windows will require the password to
login again.

Eduardo

Sure, based on Eduardo's answer, you can setup auto-logon, but then all
someone needs to do to get around your screen saver is pull the power cord
on your PC, and it'll automatically logon ... Add the password for logon and
password protect your screen saver unless there is some severe underlying
business reason which precludes either ...