Unfortunately because you don't know your bird's history or what's happened to it in the past, it's not something that can be fixed overnight.

If you bought the bird in a pet shop then the chances are that they are not used to human contact and that he/she is terrified of what you might do. Most birds in pet shops only see humans when they're peering into the cage or being grabbed.

Make sure your bird is in the biggest cage you can afford/fit into your accomodation and has plenty to keep them occupied. There is no such thing as too big a cage! This is not something you should cut corners on and a small cage is definitely cruel. Good quality parrot toys can be bought on the internet and homemade toys work well too! Perches, rope, ladders, hanging toys and wooden blocks should all be given to keep them amused. Make sure they're parrot-proof though as they can destroy most things!! The cardboard ring inside a roll of heavy duty tape is good if hung from the roof of the cage and empty toilet roll tubes too. It makes a mess but keeps them entertained for 10 minutes!

If you can, take your bird to the vet and have his/her wings clipped so you can leave the cage open and it can have access to outside the cage as well. Obviously this is not a good idea if you have cats or dogs!

You need to try to get the bird to trust you. Put his/her cage in a quiet room that is used frequently. The living room is ideal if it's not too noisy, or the kitchen.

Whenever you pass your birds cage, spend a few seconds talking to it in a calm voice and offer it a peanut or some fruit. Eventually he/she will associate you coming to the cage with good things and should stop screaming.

It's not something that will be fast - you're looking at a couple of months hard work minimum to get your bird to trust you. Try getting parrot information off the internet as well - there will probably be a lot of good advice about how to handle a new bird.