Paula, give a listen to my womcast number two, I go through the espresso
and milk steaming process.
You want that screaming sound, it is the milk stretching. Here's the technique.
Fill the milk pitcher only about a third full, no more, so the milk has room to expand. I use half and half, or very rich milk, because a higher fat content makes frothing better, and make sure it is as cold as you can get it without freezing it. Chill the milk pitcher in the freezer before using, too.
Now put the nozzle at the bottom of the pitcher and bring up about a centimeter, and turn on the steam. Move the pitcher down until you hear the ca-chunk ca-chunk sound I demonstrate in my podcast. You do not want the bubbling sound, you want that nozzle just a tiny bit below the surface. The sound you want is the ca-chunk sound that is about two or three a second, not continuous. As you steam, you will constantly bring the milk pitcher down as the level increases. With a free finger, touch the side of the pitcher, when it is really hot, the ouch level is high, you are done.
Be sure you wipe off the steam wand afterwards or milk will burn on and be very hard to clean off.
Hope this helps,