J.T.
It is a phase... my daughter 2 1/2 is going throught it. It is not that he is being demanding per se, I believe they just don't understand that the world does not revolve around them.
With my daughter, I tell her she has to say please, and if I am in teh middle of doing something I tell her she needs to wait and have patience. If (when) she starts screaming I get down to her level and tell her to ask nicely, no whining crying or screaming and Mommy will get it when she is done, but if if she keeps screaming I will not help at all. I will also tell her she can look where ever she last saw whatever it is she wants while she is waiting. This give her choice so she feels more in control and works about 90% of the time.
Good luck!