Guinea pig lets me pet him in the cage but doesn't move when he is out?

You should let him settle in for about a week without petting him or picking him up. Let him get used to his surroundings, and noises that you make. After about a week, you can pet him and gradually pick him up. My guinea pig didn't move when i put her outside, but after a while she would walk and eat grass.. under my supervision :P . he just needs to have some time to adjust to his surroundings. and yes all guinea pigs squeal, and purr, but not all will squeal when you feed them. mine squeals and purrs everytime i come home or come downstairs. you should need to get to know his personality and find out what he likes and dislikes :)