[HarleyHOO]

Bless his heart I'm not really sure of how you can break this....maybe try giving him a massage and once he's relaxed and calm, then bring on the noise. Not that you want to startle him, but maybe if he's in a calm state, he won't get so worked up...not really sure. I never experienced this with Harley, but I gradually introduced things to her and let her discover them on her own, never forcing anything upon her.
I could be wrong, but I do not believe picking him up and coddling him is the correct way to break him of this. I've heard that this can actually re-enforce the bad behaviour. In your mind, you want to protect and make him feel secure, but in his mind by picking him up you're confirming that the noise is something to worry about. Hope that makes sense?