Oh the lovely screaming

My DD does this all the time and it drives me batty. And my Dad who is half deaf even said to me the other day that DD has a very piercing voice so she must be loud!
I basically do what Kel said. I tell DD that we don't scream in our family and if there is something she wants then she should use her words. Then I turn my back and ignore for as long as it takes for her to get the message and stop. Then I say thank you for using your words, what a good/grown up/well behaved girl you are. Sometimes I vary it a little and tell her to use her inside voice or quiet voice. Sometimes I whisper to her and she will stop screaming long enough to try and hear what I am saying and then whisper back. Depends on the situation.
The screaming when we go down the biscuit/chips/chocolate/lolly aisle at the supermarket is quite spectactular and I am yet to find a decent solution for that one! My current strategy is to tell her before we go that she is not getting any junk food and offer her to choose a soap/toothpaste/toothbrush depending on what we need that day, then head down and run and grab as fast as possible before the screaming starts up