wing pain

My cockatil is not yet all that tame.  We haven't had him for very long so it is difficult for me to get a look at his wing which seems to be bothering him.  It does not look broken and he can move it but seems to be in pain when he does.  I haven't tried to grab him to look at it because I don't want to add stress to his pain should I just leave him be or should I try to have a look at it?  When we first got him about a month ago his wing seemed to bother him once and a while but I thought he just had a loose feather because it seemed to go away now it is bothering him again.  How can I look at it without upsetting him too much?

[AHP84]

Get him out of the cage and hold one hand around the top of his body (over his wings) as you hold him against your chest. Sweet talk him for a minute or so and stroke the top of his head with your other hand. Wait until he's fairly relaxed.
Then carefully slip your fingers (with your free hand) under the sore wing and gently extend it out. This might take a few times because he'll probably try to fold it back in. Be patient and work with him gently and sweet talk him. However, you may not be able to successfully look at his wing if it's really painful for him.
If you get a chance to look at the wing, look for displaced feathers and feather shafts. But you probably won't find anything if the problem is internal.
Your best bet is to take him to an avian vet and have him checked out. I'd recommend a vet checkup no matter what if the wing has looked sore for the last month.