It's pretty common. Babies usually do this for one of three reasons; 1.) They're really content and are really "physical" as they enjoy their milk session. 2.)Your milk is letting down too forcefully or too fast, and he's having trouble taking it all in. 3.) He's getting frustrated because letdown is too slow or not happening at all, and he's working really hard to try to get the milk flowing.
If let down is too intense, you might want to pump each side with a hand pump for a minute or so to get the edge off before offering your breast. You might be engorged, and when this happens the milk comes in too fast. The pumping should help empty the breast enough that the flow will slowdown. If he's still exclusively breastfed, be sure to just pump enough to "lighten the load" but not empty yourself.
If slow to no let down, you could try massaging your breast by using a flat hand and pressing dowward toward the nipple several times to help with let down. Be sure you do this around the entire surface of your breast (sort of like a monthly exam) so that you get to all of your milk ducts. For the areas under the nipple be sure you are pressing upward instead of down. Your goal is to massage toward the nipple, as you are trying to encourage milk flow toward the nipple. You could also try a warm cloth on the breast for a few minutes to get things flowing also.
Sometimes you can have blocked milk ducts (early stages of course) and not know it. This could affect let down. The two methods I mention above can help remedy this. However, you'll need to be more aggressive with the massage in hopes of getting your milk ducts to release if the problem is blockage. You'll know you made a breakthrough because the milk will come out pretty quickly and alot of it.
If massage is unsuccessful, and you suspect you have blocked ducts, get to your Ob/Gyn or a lactation expert asap. If not tackled in good time, you could develop mastitis (breast infection) which is painful and can make you very sick. Keep an eye open for fever, nausea, and general flu-like symptoms in addition to extreme pain in your breast.
Last but not least, be sure he's latching properly. If you're needing nipple shields, there is a possibility he's not latching properly. I coincidentally answered another breastfeeding question yesterday concerning proper latch. You might want to check that out as well. Check the Aug 17th post titled "Suggestions for deepening latch."