You mean change his own paper? This isn't very sanitary and I don't think you should teach him to do it. Part of owning a bird is cleaning up after it. You can, however, train him to go to the bathroom in one certain spot in his cage. I would suggest doing that instead. If you want him to LET you change the paper, just take him out of the cage, distract him, or get a cage that has bars on the bottom (grate) and so he can't bite you (or whatever he does) when you change the paper. On a different note, I personally prefer using litter to paper because it doesn't stink ever and you don't have to change it as often. It also looks nicer.