My son who is 14 is lifting weights and wants to take a protein shake, like muscle milk, will this be beneficial or harm him?

Muscle building: As long as he is not overweight this should not harm him. If it will enhance his self-image to take these shakes and perhaps make him exercise more, so much the better. Too many kids these days do no exercise. Encourage him to not only weight lift but to do anaerobic exercises and stretching and to perhaps join a team in some energetic sport (soccer would be great). Best wishes.

As long as: the intake is not excessive there is no harm in protein shakes.

Protein shake is ok: A simple protein shake should be fine. Many supplements, though, could be harmful and should be avoided. He should not take hormones or anything that claims to increase testosterone. He should also avoid so-called "energy" drinks or supplements with high levels of caffeine.