S.G.
It is a common behavior. New found freedom. However, the only way to correct it is to not reward it with any attention, good or bad. It's the same process as sleep training an infant...just tougher because they are bigger and louder.
The easiest thing to do is to shut yourself away as to remove the motivation. You can put a lock on his door so he can't get out but it'll be painful for you and for him. For me, I moved the rocker into his room and just stayed with him until he fell asleep and gradually shortened the time. It took a while but it was better than the screaming.
Good luck!