your humidity is probably too low. You can help, the easiest way I have found is to take a washcloth or small towel, wet it with lukewarm water, wring it mostly out, and them let him crawl through it while you hold him in it. It may take a few minutes, but once the shed gets moist it should come right off. Check to be sure he shed his eyecaps when he shed his head skin. What kind of setup do you have? Temps, substrate, enclosure, humidity?