The eye caps will look cloudy and dry and just...well...not normal and shiny. There's a picture of it on the bottom of this page: http://www.ballpython.com/page.php?topic=ballfaq It can be difficult to keep the humidity up sometimes and all I can say is just to mist several times a day when the snake is shedding and if you're really desperate then use the wet moss inside the hide. Keeping a towel over the top works for me too. Soaking really does help bad sheds and for really stubborn skin you might have to soak your snake longer...just don't leave him unattended :P
Good luck :)