From ~/.xsession-errors (on FC1, and looks like it'd affect later versions too): File "/usr/share/control-center-2.0/capplets/screensaver-properties.desktop" has missing encoding (guessed UTF-8) Should add "Encoding=UTF-8" to the desktop entry to prevent this.
That file was removed from upstream. The file called gnome-screensaver-properties.desktop has the proper UTF-8 encoding entry. Thanks for this report. Closing.