S.B.
I have 4 boys who range in age from 22 to 9. My youngest, who's 6 years younger than the next brother, used to scream constantly to get his way, and sometimes still does. I agree totally with the person who said he does this because he knows if he does, the older siblings will give in to make him stop screaming. This was definitely the case with my youngest so I started putting him on his bed when he screamed, tell him he had to sit there for 5 minutes and be quiet, and if he made ANY noise, I'd add another minute. As he's gotten older and done this from time to time, the length of time he has to sit quietly has gotten longer, since his concept of time is better.
I would also watch what the older boys are doing. Are they making the situation worse? My 16 year old is wonderful at antagonizing his younger brother and then HE gets to sit with me, where ever I am, and be quiet. This has been, as you can tell, a regular form of discipline with my boys and it's worked wonders.
I can tell you it does get better. My two oldest, who are 22 & 19, are really great with their littlest brother so hang in there!