If it's the kind of songs which have actions, it can be useful to do the actions with him to reinforce the language. This kind of physical reenforcement of the language can work quite well with very young learners.
If you want, sometimes when you play the music you can echo the words in your own language, though don't expect him to take it all in - it might go into his language centres or it might not - just stay really relaxed about it.
Anyway, it's a great thing to do for your son! Hope he keeps on enjoying it - it really is the best way to learn.