My Chinchilla

I have a pet chinchilla. It is a male. His name is Midnight. He is very energetic. Usually when I get home, he is jumping everywhere. A few times now, when I got home he is sittimg in a corner that you can see as soon as you walk into my room. Well, he wasn't just sitting there; he was playing with himself. I have at least walked in on him 5 or 6 times now. I have asked my parents for a female chinchilla. There answer was no. They said that its something boys do. I still want a female. I don't care if thats something he does, I don't want to walk in on him.