LOL Yep Bambi, He's well on his way to training YOU. haha
If you keep going to him whenever he does that, you'll never get a moments peace.
Like illusive said- just tell him to chill out, mommy's busy or something like that from afar so he can hear you. Wait a while after he's stopped "yelling" THEN go to him and tell him you're done and he was a good boy for waiting.
They need to learn to entertain themselves...just like our kids.
Altho I must admit, I was NEVER good at just letting a baby cry. Drove me nuts and I didn't last long. LOL I'm a SUCKERRRR!!