It's called feedback, and you should be able to cause it to happen if you turn up the gain on your amp really high and put the guitar right next to it.
or if u use alott of distortion just let the note ring out and it will do it after
I tried and its not working. Do I need a tube amp?

I have a spider 3 amp.

My knobs are drive, base, mid, and treble.

Does this mean amp sucks? :p
Oh I got it working. I guess I cant do it with my headphones plugged in. The neighbors wont like this haha

Thanks guys.
Feedback is the sound from your amp/PA being picked up by the ,er pickups, of your guitar and creating a loop that quickly gets crazy. You can learn how to control it and make it part of your sound.

Ned Nugent used to walk the stage during sound checks and mark all of the different "sweet spots" of feedback so he could use them during solos.