S.C.
My son went through the same thing when potty-training. He played with himself and got an erection and started screaming "make it smaller!" I picked him up and tried soothing him and let him know it gets bigger when you play with it but gets smaller when you leave it alone. I just kept trying to soothe him and in a few minutes the erection went away and he calmed down. I pointed out that he seemed okay, but he still got upset whenever he got an erection. I had to again remind him that it was normal and it would go away. It eventually got better. Good luck.