Display File Names with ScreenSaver Pictures

I have captured various scenes from the internet, and use those as screen savers (or wallpaper). When captured, each file (*.jpg) is named, and the file name describes briefly the scene, building, or location from where it was captured.

I want to be able to display those file names when the set of *.jpg files is used as either a screen saver or wallpaper. I have not yet discovered any method to do so in the current MacBook Pro screen saver / wallpaper selection schemes. Is there an EASY, convenient way to do so without embedding a text box (with the file name) onto the particular *.jpg file?