In general, you will need to carry the relationship up until the point that it is "official." When it has been established (or is otherwise clear) that the two of you are together, then you should start reducing your initiative and letting him take the reins.As I said, he will probably start to do this on his own anyway, so rather than forcing it, just be cognizant of the transition.
This can be humiliating, frustrating, even infuriating, and it can ultimately still end in failure.
Though he knows his own limitations (as prescribed by his shyness), he also knows what a typical man is "supposed to do." So he recognizes, too, when you are doing it for him.
This will offend him if you flaunt it, or if it is evident due simply to the social magnitude of the task you've assumed (for example, if you take his hand and lead him through a crowd).
If you are looking for an abundance of devotion, he has it to give.
So, in conclusion, if you are interested in a shy man, start by questioning that feeling.