I wouldn't over react to the situation and make him embarrassed, but it's ok to talk about his body to get a better idea of what happened. As parents, we need to not be afraid to talk to our kids about their bodies and how they work- I'd start off simply by explaining the very basics of his body parts (use appropriate names) and explain that there are certain parts of their bodies that aren't meant to be taken out from under clothing in public (you don't even have to 'call him out' for doing it- just have a conversation about what's ok and what isn't- very gently). Those body parts have unique jobs- like helping our bodies get rid of waste and other things, but they aren't toys to be played with in public and other people shouldn't be touching them in ways that make us uncomfortable, etc... Teach him to respect his own body, and see what other questions or comments come from that conversation (or even a series of conversations). You can get books from the library on the human body and body parts to help get you started if you need. Depending on where those conversations go, you will know a bit more on if this is something you should worry about. I'm going to guess he probably was just scared and nervous over the shot- especially if he hasn't done it again.