Do you know why he screams? Is there a pattern to it? For instance, does it come when you've been giving your baby lots of attention, when he's hungry, when he can't do something, or if you're busy? Finding the reason for this new "trick" will help you to moderate it.
Of course some children just like to experiment with their voice by screaming!
Either way, letting him know how the screaming affects you, and your baby, is a good idea.