If you bought your son a NEW iPod shuffle, it would be a 4th gen shuffle. But if it's an older shuffle that came with a "little dock," it is probably a 2nd gen iPod shuffle. You can get a replacement
There are third-party replacements that are less expensive, if you look on eBay, Amazon, or elsewhere. Some have a "dock" at the end of the cable and some have only the connector. Just be sure to get one that is described as being for the 2nd gen iPod shuffle. The 3rd and 4th (current) gen iPod shuffle has a different connector.