Sinc, it has not happened to me, but I have heard of such things. Not sure of how this takes place, and Ad-aware is usually there to pick up most of the spy-ware data miner cookies, but one never can tell when it comes to technology.
14" G4 iBook
15" MacBook Pro (July, 2009)
"The man who does not read good books has no advantage over the man who can't read these books." Mark Twain
With Mac OS X, there is no one for anyone to install any software on your computer without you (or someone) entering your password. You must have downloaded the screensaver to try it out in some way shape or form and had run the installer (or had the computer install it by double clicking on a .saver file).
Or it is possible it was someone else in your family or had access to your computer. But it wasn't the web site, that much I can tell you.
If you don't want the Pepsi screensaver, find the "PepsiSS1" screen saver (either in ~/Library/Screen Savers/ or /Library/Screen Savers/) and throw that file into the trash.