The joys of having something intelligent in your life!
Let's look at a situation where your bird wants to get into the refrigerator when you open it.
Bird has seen you take food out of the big white box with the light in it. Bird is not silly. Bird knows that the big white box is where the interesting food comes from. Not the stuff in its cage - that stuff is ok, but the stuff that you eat? Man, bird wants to get some of that.
The fridge is rewarding in and of itself, because the bird learns that your food comes from there. Trying to keep the bird out of the fridge is going to be impossible unless you give it something more rewarding than the fridge to do while you go in there, or unless you try and punish your bird (something not for the fainthearted).
Why is punishment so tricky? Let's look at positive punishment (something added to the situation to try and reduce the behaviour) first, as this is the instinctive position we have.
A positive punishment approach may be that if you opened the fridge door, the bird got in, you took the bird out and put them in their cage. The problem with using positive punishment on parrots is that you can unintentionally condition new behaviour.
Consider if you were to use the positive punishment scenario above.
* You could be teaching the bird to get into the fridge when it wants to go back to its cage.
* You could be teaching it get better at not being caught. Being caught is the behaviour which leads to the punishment, not the act of getting in the fridge, and a sneaky bird will get in when you don't expect it - this can be a very bad thing!
* You could teach it to generally avoid your hand, as when you administer the punishment it learns that stepping up leads to being put away.
You have to be incredibly confident that the punishment scenario you are using is not going to be misinterpreted and wind up conditioning other unwanted behaviour.
So, let's now consider the scenario you have at the moment. You're teaching the bird that when it gets in the fridge, it will be picked up, talked to and waggled fingers at. This makes getting into the fridge even more interesting - not only is there the prospect of a snack, but interaction! Twice the win!
This is why trainers make a big deal of a positive reinforcement only approach - ignore unwanted behaviour, reinforce wanted behaviour.
So we need to reward the bird for not going in the fridge when you open the door. Also, if the bird does go in, we just take the bird out, in silence, and ignore it as if nothing happened.
If I specifically wanted to condition the bird to not go into the fridge, I would put a perch on the counter, put the bird on the perch, open the door, count to 5, close the door, and if the bird stayed on the perch, use my clicker and reward. Then increase the door opening times. I wouldn't be surprised if the bird learned to get on the perch when it saw me go for the fridge door!
I hope this helps! Punishment and parrots really just doesn't work. They're too smart, too curious, and they're always going to be better at punishing us than we are them!