To begin with a positive note, screen tests are not something that is impossible to crack although it might seem tough and nerve wrecking for many. But remember you don't get these opportunities too often so you have to make the best use of it to demonstrate your talent to the talent agents, casting directors and directors. You should not be let down by the outcome of the screen test and always look ahead, you should always take it in a right sense after all the failures are stepping-stones to success. Keep in mind only one fact that you have to work hard towards your goal and having a positive attitude can do that. Apart from the attitude, one should be passionate and ambitious to achieve goals. Also enjoying the work you do makes the quest easier.
Do not forget to take your resume and a headshot most preferably 8"X10" with you to the audition. Some talent agents also need social security number, so take it with you. Sometimes the aspiring actors are called in the number of hundreds, be prepared to stand in line for hours. But most of the times you are called for screen test through an invitation. It is very common that you will get few pages of the script that you may be asked to read during the screen test. Read the script thoroughly and get into the character and ask yourself questions about the character. After getting into the skin of the character you should learn your lines properly using the best way you can.
Some people say to dress according to the type of the character and some say dress lightly so that you feel comfortable during the screening, go with whatever you think is more comfortable for you but you can also combine light dressing with the dressing of the character by complimenting your dressing for instance with a hat for a cowboy role. It's a good idea to do some exercising and rehearsing before the audition and give ample time to relax in between. Also avoid blabbering when you stand in the line after signing up this will ensure that you are focused on the screen test.
Usually the casting directors will take the first call and talk to you and instruct you to begin. It's the time to show what you in you. Be confident and focused on the character and show your talent to the casting director. Important thing to remember is that everyone sitting in the screen test is not your enemy, but they are probably there to get the right person for the role, so remove that fear and perform the scene that you have been given. Also, it is a good idea to re-enact that scene in your own way to show the creative side of yours. Keep in mind to keep safe distance from the casting director; do not try to get too friendly either. Don't be so over enthusiastic that you destroy the settings.
Things should move on life and prepared to take criticism and hear 'no'. You got to take life as it comes and move on and should look forward to what is coming up next. If the screen test goes well you will definitely get a call again for another screen test with select few actors and if you get through this one who knows you might land up getting the role.