Thats the hardest part of it all. We would put Alex in his room for bed and he would tantrum for not 1, not 2, not 3, but 4-5 hours long (basically until he fell asleep from sheer exhaustion). It was the worst thing in the world to listen too, but once it got through to him that it wasn't working anymore the time gradually decreased. Now that took a couple of months until it got down to a more bearable 10-15 minute or less stage, but it was well worth it. We simply had to decide that we were no longer going to give him exactly what he wanted. Insdtead of coming into the room we would talk to him from the hallway and only allowed 1-2 minutes of us trying to calm him down before walking away again. We also freely gave hugs and kisses (at the door) untill he started using them as a stall tactic and then he got several of them and then told that we had to save some for the next day.
Finally when all else fails and he wants to scream and screech I found the number one way to quiet him down.. I just turn the TV or Radio up louder. He makes a futile attempt to scream over it and within 2-5 minutes he stops screaming (I think at first it was out of sheer wonder at what I was doing) and wait for me to turn it down. Then sometimes he protests again ( and the volume goes back up until he quiets down) but usually he gets the picture and speaks to me in a better quieter tone.
The other thing that works (because he does get so worked up and redfaced/hot) is to apply a cold wet washcloth onto his face. My mom suggested it to me because it used to work on me at that age and it works wonderfully with Alex as well as also teaching him to try to learn for himself when he's too worked up and to try to calm himself down. It worked well enough that several times he would be upset and trying to calm down and he would ask for the washcloth because I hadn't gotten it yet. We have now moved beyond the washcloth (though it reappears from time to time) and are working on teaching him to blow clouds when he gets angry or upset (take a deep breath and then make clouds by blowing the air out through your mouth). Its very hard to scream or screech when you blowing as hard as you can.
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Mommy to Alex (4)and Mason (1 1/2)
Law Student - 1 year done, 2 to go