Below are a list of downloads. 
I have tried some of them and thought they were cute.  
Hope you find some that you like!

If you're interested in one (or two, or three or...), click on the link.  
That will take you to the download site.  
Just click the link there and tell it where to save it.

Neko
Set a little white cat to chasing a mouse cursor around your desktop.
Win Errors
Prank Windows 95 program creates fake error messages.
Ize
Animated eyes on the desktop follow the mouse pointer wherever it
Happy Fred
Lighten your daily load with a little humor stumbling across your
Kilroy
Let Kilroy drive you nuts from your system tray.
Heart Attack
Give someone a heart attack with this harmless "system info" utility.
Wobble
Makes your Windows 95 screen shimmer and shake like jello.
Screamer
Password protection, a screen saver, and a joke program all in one.
Bad Day
Turn someone's display upside down.
On Maui (Screen Saver)
Travel to a place where it's always the luscious height of spring
Sierra Diving Adventure (Screen Saver)
Enjoy the company of fish in this 3-D simulation of an undersea
Amazing Lakes (Screen Saver)
Join the eagles as they glide and hunt high above beautiful lakes.
Amazing Seasons (Screen Saver)
Experience the changes our Home Page goes through as it revolves
Aquarium (Screen Saver)
Are you looking at a computer monitor--or a tank full of gamboling
Incredible Morning (Screen Saver)
Watch as the sun rises over a variety of landscapes on your monitor.