After trying Perfmon for a while, I've detected detected what I think it's a curious bug.
I'm using Perfmon v4.1.0 on a Windows 7 Professional and it prevents the screensaver to be launched. I've tried a lot of different settings, but the screensaver won't be launched until Permon is closed.
I think the problem is related to the fact that Performance Monitor, every once in a while, resets its status to Top Most Window; this probably interferes with the Screen Saver. I'll remove this setting, then I'll contact you.