Give us some details on what environment you are keeping him in. Temperature ranges? Heating method? Substrate? And most importantly: Humidity? How big is he? What size of cage is he in? Are there hides available? Humid hides?

What you can do to help him right now is place him in a tub, tote, or pan (something with a lid) that has about 1 inch of luke warm to warm water in the bottom. Set him in the water and put in the lid on the container. You don't want the container to be air tight, but you do want to keep as much of the humidity from the warm water in as you can. Set the contain on a towel or carpet, something that will insulate the water and keep it from losing too much heat. You can replenish the water as necessary to keep it warm as well. Let him sit in this for at least 45 minutes, though over an hour or a bit more wouldn't hurt. This will help hydrate him, hydrate the skin he is trying to shed, and also help you check for any recurring mite issues (they will float in the water after he has soaked long enough).
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26 year old 0.1 from Lincoln, NE
Ball Pythons - 0.1 Silver Bullet, 0.1 Pastel, 1.0 Pastel het Pied, 0.1 Pied, 0.1 Cinn, 1.0 Black Pewter, 1.0 Woma, 0.1 Yellowbelly, 2.1 Normals
Kingsnakes - 1.0 L. m. thayeri, 0.1 L. m. thayeri X L. alterna, 1.0 L. g. californiae
Other - 0.1 Whitesided P. catenifer sayi, 1.0 H. nascicus, ?.? Chrysemys picta, 1.0 husband, ?.? Mini-human

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• Worried about my baby ball python! Help! - dylpro, Wed Aug 22 21:40:12 2012
• Environment? - Bolitochrome, Wed Aug 22 22:33:41 2012
• RE: Worried about my baby ball python! Help! - toshamc, Wed Aug 22 22:48:41 2012
• RE: Worried about my baby ball python! Help! - ReptileNexus, Wed Aug 22 23:25:47 2012
• RE: Worried about my baby ball python! Help! - dylpro, Thu Aug 23 18:12:30 2012