Listen to some X-Ray Spex ("The Day the World Turned Day-Glo", "Identity", "I Am a Poseur", "Germ Fee Adolescent"), listen to the Flesh Eaters ("See You in the Boneyard", "Wedding Dice", "River of Fever", "Divine Horseman"). They both pulled off an overdriven sound with a saxophonist, and rode above their genres for it.
One of the key things is that he needs to know this isn't stream of consciousness jazz, and that he needs a solid, tight role. Usually the sax doesn't play during the lyrics, other than distinct flourishes that relate to chord changes, or a riff by the guitar/bass. In "Wedding Dice", the sax doesn't even play except the break/mind warp moment.
Your problem is not that you have a saxamaphone in your band, it's that you have a musician who doesn't actually know what he's going to be playing at any point of the song, and he's wandering around trying to find his role... while you're on stage.
If you do manage to work a role out for him, or even just try in a conscious manner, you'll all grow as musicians and learn stuff you didn't know was there.