how do I remove a firefox screen saver

See uninstalling add-ons for details.

I still have the zebra and hurricane from space and the fish and the rocks. How do I even find it to get rid of it and why does Firefox not disclose it's location???

If they are extensions, you can use the add-ons manager to uninstall them. If they are themes, you can switch to the default theme. See using themes with Firefox.