It could be sick, and trying to communicate that it is hurting inside. If you have not had your bird examined by an avian vet, please Find an Avian Vet to make sure your bird is healthy.
Some birds scream a lot, because they are bored or lonely and feel the need for attention. Please keep in mind that birds are flock creatures and need to feel a part of YOUR flock.
Many people find success with helping to keep birds busy by adding foraging toys around the cage, so the bird has to spend time looking for food.
If you KNOW your bird is healthy, you can work at training your bird to have an alternate behavior to screaming for attention. To learn how to teach your bird to do something preferable to screaming, please read the training articles on our Parrot Training page.