this has layers that might require more information for me to talk about.
there seems to be a frustration angle and a shame angle. i also don't know how/why/when your son asks for help. with my husband, he asks for help for two reasons: 1. to avoid an activity that he doesn't want to do, which he fumes and fusses about while doing, then "ruins" it, and then feels bad about himself and angry with whomever for "making" him do it and such; and 2. when he really wants to do the activity or learn the skill but doesn't know how (which he also feels ashamed about because he "should" know how or someone younger can do it better, etc).
from a steiner standpoint, this could be your sons karma coming through, as well as personality traits, and nothing to do with "you" as a parent.
so, you can take any pressure of yourself if there is some.
at this point, it's just a matter of helping him work through it.
so, i would first try to divine whether or not he wanted "help" to get out of the activity or truly wanted help to learn how to do the activity. for the first, i would offer another activity. for the second, i would show/help him again.
if it is the second, and i was showing/helping again, but he continued to be frustrated, i would acknowledge that frustration. ask him to put words to it--see what he is frustrated about. could be finding the task difficult while his sister doesn't, or simply finding the task difficult--those are very different reasons to be frustrated!
then, i would speak to that: first that some people are just better at certain things than others, and perhaps tell a story that illustrates how people can have different talents; second that sometimes you have to try things over and over before you get good at them. i might even incorporate it into the story time, so that those needs are discussed in that way.