I had the same problem starting off. To get a good feel for it, try flat on your back and breathe. You won't have any choice but to use your diaphragm and that's what it will feel like. When you're standing up and cheering, you need to feel that same thing as if you were laying down.
Your stomach should move in and out rather than your shoulder moving up and down.
The difference: When you breathe normally, your shoulders will move up and down slightly. You can test this by looking in a mirror. When you're breathing from the diaphragm, your stomach should be moving in and out without the shoulder movement.
Practice breathing and when you breathe in, make sure your stomach goes out, not your chest, and your shoulders shouldn't move up very much at all. Just practice that and it will help you to breathe through your diaphragm. Practice when your talking or even practice when you practice your cheers, make sure your breathing in and your stomach is moving instead of just your chest. It might feel weird at first but after a while it will just become natural. (:
I don't do cheerleading but I guess diaphram is less screaming? practice I guess?
Make sure you feel it. It should work out your abs a little. kind of push your tummy in with your muscles as you yell.
