how old is your baby?
If he is less than 10 weeks old, then it is highly unlikely that wind is causing his screaming; bit of an old wives' tale.
Some babies have gastro-oesohpageal reflux (aka acid reflux) - they projectile vomit after feeding and you need to see your GP about this.
Some babies apparently have 'silent' reflux - don't know much about it.
Most babies of 3-8 weeks old are suddenly aware that they're not in the womb any more, and freak out.
DS1 was very 'colicky' for about 10 weeks; DS2 did the screaming thing for about a week when he was 3 weeks old.
I found the 5Ss helped (there are demos on youtube)
Swaddle - make sure the arms are secure (htere's a seperate demo of this on youtube)
Side/Stomach - can't remember the medical term, but babies go bananas if they are on their back when distressed. Hold your baby on its side or on its tummy up against your shoulder.
SSSSSH - sssh in your baby's ear, louder than their cry. Some mums swear by white noise (hairdryer, vacuum cleaner, washing machine etc)
Swing - make sure your baby's neck is secure and shoogle them really quickly. A fast baby swinger, quick walk in the stroller, or hold them tight and move yourself.
Suck - only when the baby is calm, sucking soothes them. Dummy/breastfeed.
For really colicky babies, Colicky screams can come in cycles of 3-4; if your baby calms after the 1st session, do expect him to kick off again so don't let go!