Here's a trick that works really well for me.

Get a rubbermaid container that your snake can comfortably fit into. Get some sphagnum moss - this is available at a garden center, Home Depot, & sometimes even Wal Mart. Soak the sphagnum moss with warm water & wring it out - you want it to feel like a wet - but not SOPPING WET - wash cloth. Fill the rubbermaid box half-full of sphagnum moss and add your ball python. Put the lid on the box, and leave in a warm (not hot!) place overnight. Your ball python will spend time cruising around the box & pushing through the moss, and all the moisture will help him loosen the retained shed.

If you can't find any sphagnum moss, you can use the same technique with a couple of damp towels. Just don't use big heavy towels that are drenched with water if you have a small snake, as he could become trapped under them and suffocate.

K