Ok, you have to reset the file association for the SCR extension.
To do this, go to My Computer and click on Tools->Folder Options.
Select the "file types" tab.
Type "SCR" into the box and then click "Advanced".
It should show "AutoCAD script", if you change this to Screensaver it should fix your problem. If you want to open a AutoCAD script in notepad, you'll either have to use the "Open With" option under your right-click menu or just open the file from within notepad.