Look in the newspaper, online, community bulletin boards, and trade publications for casting calls for scary movies.
Audition. Find out in advance (the casting call listing will usually tell you) if you need to have a piece prepared ahead of time. Know if you will be doing a cold reading.
Practice your screaming. As part of the audition and the scary movie, you will probably be asked to scream. Make yours as loud and frightening as possible--think "nails on a chalkboard," frantic and frightened.
Listen to the director and take direction. That's what he is there for. Plus, the director can fire you. Always be polite and respectful. If you disagree with something he says, gently explain your opinion. See if the director is open to your ideas. Don't argue or cause a problem.
Show up on time. Do this every time. From audition to rehearsal to actually shooting the film, you should always be prompt.
Don't act like a superstar. That's even if you are one. Nobody likes rude and egotistical people. If you want to continue getting jobs in the future, be polite and respectful.
Get in the moment. The key to acting in a scary movie is to act scared. It sounds easy, but isn't always. People can always tell when someone is faking it. Think of a really scary moment you've had. Focus on and react to that. Alternatively, imagine that someone is right behind you or about to grab you--that creepy "eeeeeek" feeling is what you're going for.
Scream, scream, scream. Convey all that fright into your screams. If you do it right, the audience will cringe at the scary parts and feel your fright too.