You can buy formed 5 gal. liners but they run about 4 bucks.
I know guys that use plastic trash bags as liners, just twist tie at the end of the day.... I just never liked the feel of it..
If you have more painting the next day... a common practice is to drop the screen into the paint, hook the roller on the edge of the screen.... pop the bung hole in the 5 lid and stick the roller handle through the hole, seal down the lid and stuff a rag around the hole.
When you are finished with the set up pour a few gallons of water in the five, drop the roller and screen and lid it until you can do a through clean up...