Have you tried distracting him in the bath with bubbles or some bath toys? Often Maddy screams blue muder (she hates being naked) but the moment she sits in amongst bubbles, its all ok?

Does he have nappy rash at all? Perhaps if he does, its a little sore when it gets wet?

Also, have you tried taking a bath with him? Maybe that'll allay his fears a bit?

Good luck!