Try to provide more toys for the bird if left alone frequently. Reinforce positive behavior. Each bird is unique and may require a different approach to remedy its screaming. You can consult with a animal behaviorist to help in really bad cases. Once again, ability and inclination varies by individuals.
Cockatoos seem to be the best at physical tricks.
Tricks are taught by gradual conditioning towards the desired behavior. There are books and videos on how to teach a bird to perform tricks. One such book is published by Parrot Mountain. I'd like to potty train my bird. A. Keep in mind that a bird flies, and in order to do that, it must stay as light as possible.