well, if what she means by scream is screamo/death metalish kinds of screaming, then yes, tehy actually have done that before. Not an actual screamo/death metal song, but if you listen to From Under The Cork Tree, Infinity On High, and Folie a Deux, you'll notice that Pete screams quite a lot.
(there's even one song on Cork Tree where Patrick screams too!)
im such a fob nerd