Well, what happens in a dream is exactly what you think/expect to happen. If you truely belive the screams will continue, they will. However, If you truely believe that you can stop them just through will power, you will. But thats hard and its difficult to rid yourself completely of doubt.

Thats why its good to use objects. When in a lucid dream bring earplugs or a white noise generator. These'll stop the sounds. If the light's a problem wear night vision goggles.

The whole point is that you gotta fight it. If you run, the nightmare wins. If you want any chance of vistory you have to stand up against it somehow. And in lucids, its surprisingly easy because anything is possible.