How do i get rid of this annoying magpie??

Question:sorry if i have put this in the wrong place!!
i have a small back garden with bushes on the outside and over the last 2 weeks a magpie has decided to make it his home, i would not usualy midnd but everymorning at 4.30 he starts to call and as my bedroom is at the back it wakes me up! he usualy sits on our parasol base and just stares at the house, ive tried shouting and throwing water at him (which allways misses!) but everymorning hes there. i also have a cat but she makes a funny noise to him as if they are talking! i cant even cut the bushes down as they are not actualy in my garden. i have looked for a nest but there isnt one. how do i get rid of him as i need my sleep (7 months preg!)
thanks in advance

Answers:
PELLET GUN. Have one of the local young boys hang around w/ bb or pellet gun. he'll shoot the bird. give him 5 bucks or something. whammy