@Foreigner1: I think the bird is fine--maybe a little ringing in the ears, but no psychological damage. I grew up with 2 cockatoos and they love music, dancing, and acting a little crazy once in a while. My parents birds do this all the time, although they have different musical tastes.
If he was acting like this all the time, then you can get worried.
If he was acting like this all the time, then you can get worried.