As per the manual, try adding a data type after -t as well, like this:
gconftool-2 --type list --list-type string --set /apps/gnome-screensaver/themes '[screensavers-xyz]'
For example, something like:
gconftool-2 --type list --list-type string --set /apps/gnome-screensaver/themes '[screensavers-personal-slideshow]'
or
gconftool-2 --type list --list-type string --set /apps/gnome-screensaver/themes '[screensavers-cosmos-slideshow]'