Originally Posted by Kimmykim

Did you say he stops when you cover the cage? If so, that might be a way to train him. When he screams, immediately cover the cage for a short period of time. Take the cover off and if he starts up again, re-cover the cage for another short period of time. Birds aren't stupid, he should learn pretty quickly that bad attention is not like good attention and that screaming gets him nowhere.

Just make sure you spend some time with him doing things that interest him as well, so he doesn't get to the point of feeling neglected by being covered up.