I believe I tried this a while back and it worked.
You would need a program called PocketCandy.
http://www.pdagameguide.com/PocketCandy.html
The program sits in the background, waiting for the device idle for a certain amount of time, then run a program.
The extension of the screensaver is SCR, but the file is actually an EXE file. As a test, I renamed the Matrix.scr to Matrix.exe and it was able to launch normally.
So, if you export your program as an executable, then rename it to SCR and stick it in the PocketCandy folder, it should run.
Let me know if you have any issues...