Patience is essential to owning pets, especially with budgies. They tend to be skittish and go do their own thing, but if you begin screaming at them, you’ll seem more like a threat to them than a friend. Therefore, it’ll take a lot longer to tame them. 

Instead, you should use positive reinforcement: start hand feeding them and once they are willing to go onto your finger, you can start training them tricks. Every time they do the correct move, give them a treat such as millet to make them think “Oh, well if I do this, I’d get a treat!” Because every bird (and everyone) likes treats, they’d obviously want more so they’d keep on doing the trick until they’ve mastered it.