Elibean, that is Supernanny 
. But Tanya Byron is pretty similar, she calls it "rapid return" - you put the child in bed as normal with story/drink, then say good night and leave. Every time they get out you go and put them in, without turning lights on or speaking at all. I saw one programme where the parents had to do this 298 times one night - but that was EXTREME!! And the next night the little girl only got out once. And she'd never slept in her own bed before so that was a success I'd say!
We found the stair gate the best thing though. Some of you may think this is a terrible thing to do, but I have resorted once or twice to tying the door handle to the stair gate so he can't open the door at all - 2 1/2 hours of rapid returning is pretty wearing.., esp when DS thinks it's funny and keeps laughing.
To be honest, DS found the TB method a game. Like frogs it all went wrong after DS spent 3 nights at my parents', and they too were v. gentle and spent ages sitting with him, coaxing him back in etc. So when we got home, we decided to go hard core, and had the screaming thing like you allatsea - although it was only 45 mins the first night, and 10 the second, since then no problem at all. Now, he climbs into bed, and settles really well - at home and when he's away. In the morning he's stopped getting out too, and plays games happily with Teddy.
It will pass, when the novelty wears off!!
One thing I would say though, decide what "solution" you're going to try and then stick to it - if you're going to try "controlled" (ha ha) crying then you need to do it again tomorrow, and I bet the time he complains is shorter. Of course, if it really isn't working and he's working up into a state night after night, maybe the more gentle TB method is the way to go.
Sorry for lengthy post. Got a bit carried away.