Retained eye caps are a relatively common problem. Often times, if a snake sheds in pieces or if the eye caps don't come off, the underlying cause is low humidity level in the snakes' enclosure.
I'd recommend one of two things....Either soak the animal in a lukewarm bath for approx 10-15 minutes twice a day, or soak a pillow case in lukewarm water and leave him in it overnight. I WOULD NOT recommend trying to take off the eye caps, as it is VERY easy to damage the snakes' eyes this way. I once had a ball python that lost an eye this way. More often than not, increasing the humidity will correct this problem with little else necessary on your end. Either the snake will drop them itself when the humidity is corrected, or it will simply shed 2 pair of eye caps on the next go round. In my experience, eye caps only become a real issue if they are retained repeatedly.
The most important thing is to correct the humidity. With a gopher snake, (a species that doesn't require special humidity requirements) this can easily be accomplished by placing the water bowl directly under the light in the cage (assuming that you have one). You'll have to fill up the water bowl more frequently, but the water evaporation will increase the overall humidity in the enclosure.
Another thing to consider is the snakes' age. It is my experience that younger snakes have more problem sheds. A solution to this is to lightly mist the snake down once or twice a day when he is "in blue"....this will also increase the humidity in the enclosure as well.
-Kris