I'm not a cockatoo owner, but this is a problem a lot of parrots have. It's an endearing problem to have, since it means your 'too must love being around you, but a problem none the less. When my caique was having issues with stepping off of me, going back into her cage, or getting off my shoulder, I solved the problem by giving huge reinforcers when I got the behavior I wanted. In order to get the behavior in the first place, I usually started out using a lure or a target. If your cockatoo is target trained, targeting him off of you might help. If he's not, I highly recommend it. (If you don't know what target training is or how to do it, just do a quick search for target training parrots and you'll get lots of info.) After my caique would consistently lure to the new place, I would fade the lure out until I didn't have to use it any more. Having practice sessions where you just have him step up and down over and over can help as well, but be careful not to drill it in too much -- that's boring for everyone, and he'll probably lose interest in the exercise. Also, make sure you don't back down. If you ask him to step down, don't give in when he refuses and let him snuggle for another minute or two. This would teach him that he doesn't actually have to listen to your commands. Instead, lure him with a treat, toy, more snuggles once he's stepped off, or any other reward you can think of. Try to make stepping down a fun thing for him. Rather than make him step down and immediately leave the room, try to have him step down in the middle of snuggle time, and then continue to play. This way he won't think that only boring or unpleasant things (like you leaving or him being ignored) happen when he steps down. Hope this helps!