First... don't freak out.... no biggie... second... get a small rubbermaid or tupperware container, put about 1/4" of luke-warm water in it, and put the snake in it... seal the container (no need for air holes) and leave the snake in it for about 45 minutes to an hour... make sure the water only goes up about 1/4 to 1/2 of the snake's body.. don't drown him..

When you take him out of the container, just hold him with a dry towel or washcloth... the stuck shed pieces should just peel right off, or fall off in your hands.

Good luck!