I agree with Heather's advice to make a mental note of the mistakes your son is making. Later, in another setting, you can address the areas that need correction.
Generally, when I see many mistakes, I take it as a signal that *I* need to slow down with the lessons. I also take it as a signal that I need to pay closer attention to the child when he's working independently and help catch the mistakes.
The mistakes I see are usually more a reflection on MY work as the parent/teacher than on the child's work. (Though sometimes the mistakes are a bad habit issue that needs to be addressed.)
One thing I have to remind myself is to give the child a chance to show me what he DOES know, not for me to point out what he doesn't know. You as the adult will notice what is missing and what needs to be addressed in his work. Make note of the mistakes he has been making and think about how to address the weak areas.
Another approach I have found very effective when a child is frustrated over something like handwriting is after the child completes a letter or sentence, I ask HIM whether it's good. I might say, "Which letter of all that you wrote looks the best? Which letter doesn't look so great?" Sometimes we even manage to giggle at mistakes.
And when I make a mistake, I really try to model how to be good natured about it. Fortunately for my kids, I make many mistakes throughout the day and they have frequent opportunity to learn that nobody is perfect. Laughing at your own mistakes and correcting them willingly is helpful for the kids to see.
Sometimes I confide in my kids something like, "It took me forever to remember what 7 x 8 equals when I was learning multiplication. I don't know why that was so hard for me, but it was. Even now I have to think about it." Knowing that mom sometimes struggles over simple things can be a comfort.
Hang in there. It's not easy to accept correction and it's not easy to give it, either. Be patient with yourself.