We do two stories a night, Your Personal Penguin and Goodnight Moon. Usually we rotate which Critter gets held during the story. As you can see on this particular night they all demanded to be held.
I did stumble on one creative way to stop their screaming during story time. I happened to be holding CarCar this particular night and when Peach or Brother would let out a scream I would mimic their scream. They thought this was the funniest thing in the world. After a few go arounds of screaming they just decided to sit down. We had a nice rest of story time that night, although I was a little horse afterwards.