None of my children had problems with rice cereal. The reason why it is the food typically introduced first is because it is the least to cause adverse/allergic reactions in typical babies. And in all honesty, he probably didn't ingest enough to really make a difference if you spoon fed him. Or did you put it in a bottle? If you used the bottle, don't. Bottles are for liquids, spoons are for solids. You absolutely can introduce something else, but since you started the rice, I'd stick with it for at least 5 days.
My advice would be to conduct an experimnet to rule it out. Because frankly you cannot know for a fact what caused the screaming. It is just natural to assume it was the rice since that was new. Give it again and note any atypical behaviors.
The following are some things to keep in mind:
Do not give it to him when he is hungry. He wants his milk/formula because he knows that will satiate him. Try giving him the cereal about an hour after his regular feeding.
Do not replace nursing/bottle with the cereal. The cereal is to introduce him to solids, learning to sit upright and use a spoon, introduce new flavors. It is not meant to be used as a meal, at least not in the beginning.
Make sure the consistancy is right. No chunks, almost watery.
In 5 days put a little applesauce in it. That will make it more palatable. And after 5 days of that you can either add a new grain such as oatmeal, or another fruit such as bananas.
At least that is what always worked for me.
Good luck and try and have fun with it.
A.
Edited in response to above post:
I., please make sure you talk to your pediatrician before you allow people such as the above scare you unnecessarily. The Aerican Academy of Pediatrics recommends solids be introduced between 4-6 months. Here is a link
http://www.aap.org/publiced/BR_Solids.htm
Please do not let the above post scare you into thinking you are doing any harm to your baby. The reason dr.s suggest 4 months is because the reflex to push foods out with their tongue usually disappears. I have never heard of this "open-gut" thing and I do keep myself educated and informed. I however tend to stick to organizations that I trust such as the CDC and the AAP for such info and not the fringe groups that have some bizarre agenda.
Just know that the links given above are biased. Kellymom is a group of people who do not believe women have the right to give their babies anything but breast milk until college (an obvious exaggeration but they use scare tactics to drive their agenda). Dr. Sears does give great advice on some things but I would never take my children to a dr. with his philosophy. It is different and not as mainstream as I am or my children's pediatrician whom I trust.
I do not know what your philosophy is on things but I just wanted you to know that there are two sides to everything. Ask a dr. whom you trust for the most reliable advice.
You are doing a good job!