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If you compiled WITH_PAM support on 4.X, you need to edit /etc/pam.conf and
add the following lines:

xscreensaver		auth	required	pam_nologin.so	no_warn
xscreensaver		auth	required	pam_unix.so	no_warn try_first_pass

If you compiled WITH_PAM support on 5.X or later, you need to create an
/etc/pam.d/xscreensaver file with the following contents:

auth            include         system
account         include         system
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