My son HATES when I cheer, yell or clap for him- so I don't but then I feel like a bad parent. I have made a small 8x11 sign that says "That's my boy!" and his number, he says that's alright. But it is so hard not to cheer along with the other parents, so I kind of follow suit- if they are yelling for a boy (I join in) but not obnoxiously.
I did tell him that all bets are off when he hits a HOMERUN!