Warm up with vocal exercises before the show. Don't use equipment during the warm-up process. Sing a scale in as many octaves as you can without a break. Start with your lowest note, take a deep breath, and let the air fill your diaphragm. Release the air gradually as you sing one note after the other.
Breathe through your nose when you need more air without breaking the scale you're singing. Continue to climb from one octave to the next. End on the highest note you can sing without your voice cracking. This is the note you want to expand for your scream.
Start about an octave below your highest obtainable note. Fill your diaphragm, then gradually build upon that note in volume as you raise it in pitch. When you reach your high note, hold it out as long as you can. Let the note swell in volume until it's a full-blown scream. Stop immediately if you feel your throat vibrating or getting tight. This means you're singing from your throat and not your diaphragm, which can cause you to damage your throat.
Practice with a band when you are comfortable holding your highest note and pushing it to a scream. Always use PA equipment when you sing with a band. Metal bands play at particularly high volume levels; you don't want to compete with other instruments for volume.