My friend just got a new bird, but she hasn't had problems like that. Are his wings clipped??

Yup, his wings are clipped thankfully. He can't get very far from flyhopping, but still I want to be able to take him out without having to chase him.

Well, that's really good that he already knows the Up command! :) Did you by him like that, or did you seriously train him in two weeks??  I have no patience, and haven't actually (successfully) trained my birdy to come out of the cage, but I'll try to help. :) If you bought him from a "Bin of Budgies" (or something like that) from Petco, then chances are, he jumps because he has clipped wings, not allowing him to fly; he'll be fully capable of it in five or so months.  But you said he flies, so I guess he doesn't have clipped wings.  Are you concerned about the fact that he flies??  Then I fully understand your feelings!!  A couple times a year, she'll escape, and that always terrifies me, because I've read all those escaped bird terror stories, and because I tend to worry VERY easily!! 

When your little budgerigar (man, I'm glad they all them budgies!) is out of control and around the house, first make sure all the windows toilet lids are closed (you should do that anyway if you're planning on taking him out!!!).  Also, make sure the stove top is off, the sink doesn't have water in it, and that all cabinets are closed.  Probably a good idea to turn of lamps, too, because they see the shade as a good place to rest, then burn their little toes. :( Oh, and hide trash cans, too, because they can get caught in those.  AND, make sure you don't have any sort of poisonous cleaning sprays/plants out either.  Then one you're finally done birdy-proofing the house, he's fairly safe (oh, make sure the cat, dog, and other animals are outside or in a closed room!), so if you want, you can let him fly free for a bit.  I mean, imagine how my bird must feel; only being able to get real exercise a couple times a year! :( Okay, I now pledge to keep working with her...  ANYWAY, when you want to lure him back, try the UP command, then put him in his cage.  If that doesn't work, lure him back to his cage with millet.  You might even want to try saying the word "CAGE" and turn that into a command, so he'll go to his cage every time you say it.  And finally, if you cannot get him and really need to for some reason, get a medium-sized washcloth (make sure it's not too heavy! Maybe the weight of a kitchen type of cloth) and throw it over him, then take him back to the cage and put him on a perch; do NOT put him on the bottom of the cage, though, because after times like this, they can be very scared, and sometimes they just slip into a comma sorta thing and die, but if they're on a perch, they get no choice, and have to live. :) The thing with small birds, like budgies, is when they are COMPLETELY terrified (such as in a cat's mouth or in the vet's hand ((that's not often, though, so don't worry at the vet!)) ), they have the ability to just die.  That's about the easiest way to commit suicide, no?  B.B. was about to do that when the vet was holding him the day before he died, so she put him back really quickly. :( Anyway, I hope this is actually helpful, and not just me blabbering on like I am now.

Buuuuut, first, what's his name???  What color is he???  Can you post a picture???  How old is he???  Where'd you get him???  And how in the world did you train him so quickly???  It took me about three months just for them to get comfortable with my hand in the cage!!!  But, that's probably because I had two birds, not one.  But once B.B. died, Buddi lost all trust in me, and I had to start over, but it hasn't been working well, because she never was the social one...  But I'll keep working... :)