They both work just fine. I have done both and I personally prefer behind the screen simply because in this case (and maybe other confessionals are different, I don’t know), I kneel, rather than just sit there and it helps put me in a better state of mind. And, the screen is kind of a reminder to me of how sins separate us from God. I just feel a bit more reverent that way, and stay focused on the purpose and wonder of Confession (I’m pretty social, so if I am just sitting there with the priest, I start having totally unrelated conversation with him, and I would rather confine socializing to social time, and confessing to Reconciliation time). However, both are fine, and you just have to figure out which is the best way for you.
Eamon