Well, clearly there is some kind of screen saver bug,
For what it is worth, I filed a report at http://www.rigolna.com/tech-support/. I want to see how responsive they are.
[...]
I should have some time next week to play with and learn the scope a little bit. I'll tweak some settings and report back if screensaver starts to work.
Well, I thought I'd play around with it today. But it turns out that the unit is defective. I couldn't get it to do the initial Probe Compensation Function Inspection, per Page 7 of the manual. I keep getting "Auto Failed" error messages.
Besides, there appears to be a screen related defect. At times, upon power up, it shows blue screens and a lot of noise. I could get it to eventually show normal screen after power cycling 4-5 times. But there is something evidently wrong with the unit.
I called Rigol NA in Ohio. A very helpful gentleman helped me debug it on the phone and concluded that a new unit will have to be sent out. He is arranging for the RMA and an Advance Exchange (i.e., he will send out a new unit before my unit reaches him).
Although the unit I received was defective, I got a chance to check out Rigol NA Support and they appear helpful and prompt.