When my daughter, who is now 4 months, got her first shots I took her home and she was really sleepy and clingy. The second time around she seemed much better. Just give him some infant tylenol and give him lots of hugs! he's probably just sore.
My daughter also had trouble after her first shots. She actually ran a high fever and was very fussy. The next time she went I gave her a small dose of tylenol (the doctor sent home a dosage sheet at her 2 month appointment) about thirty minutes before I left. It worked miracles! She was perfectly happy when we got home and did not run a fever. Hope this helps!