Password protected screensaver in a Domain

I've been tasked with making the employees at our company use password protected screensavers for security reasons. We of course plan to use Group Policy to do this. We have an NT Domain. I prefer to give the employees the option of choosing their own screensaver, but I wish to block the choice of "none" as that shortcuts the security. Group Policy does not allow for this.

Anyone know of a way I can remove the option of "none" from the screensaver list?