It doesn't look like they did anything dangerous. Granted, the range was a little close, but the dad was supervising at his shoulder the whole time.
Personally, I could see better guns for a kid his age to shoot. A nice Marlin .22 rifle fired from the prone position could be a lot more fun for a kid that size. After all, you wouldn't want to give a kid a caliber that could cause them to develop a flinch. However, this kid looks like he's bold enough to handle the recoil.
But 1KPerDay is right about how many liberals would be quick to label this father as "irresponsible" for taking the time to instruct his son on safe firearms practices.