As mentioned, stop holding him for now. Give him at least a week to settle in - personally, I prefer getting them to feed at least twice before starting to handle them. At first, keep it short, such as only 5 or 10 minutes, and over time extend it out a bit. The environment outside of your snakes cage is neither the ideal temperature or humidity, and it's not the greatest to keep them out for hours at a time right off the bat.
When you say "mine are fine", do you mind noting what yours is? You'll need to soak the snake and probably give it a bit of extra humidity in the enclosure for a while to ensure it completes its shed properly and that it is in good shape to continue.
-Jen
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