I find those electric cattle prods work well. Whatever you do, do not buy a Chelsea shirt. It's akin to giving in to terrorism.
My daughter for some bizarre reason supported Spurs till she was about 9 or 10. I bit my lip and let her get on with it, Gradually, she saw the light and the proudest day in my life was the day she ripped up the spurs top (she literally did this) and took my Saints lunchbox to school. Oh and her wedding day, I was proud then too
Found the ideal compromise.... Have agreed to swap the home shirt for the blue-ish goalkeepers shirt.... On the basis that it looks a bit like the Chelsea shirt but still retains the saints badge....!
Have read with interest some of the serious points made. Luckily I didn't have the problem with my boys. The girls were not that interested until puberty. Then I couldn't keep them away from footballers!! As for the original posters predicament...........I would say give him his Chelsea shirt if that is what he wants. As others have said if he goes to ST Mary's with you just tell him he will not be able to wear it. If he doesn't then just gently rub it in and have a laugh with him about it. If you don't see Saints on a regular basis then I suggest giving him a real opportunity to see them sometime. Once he and his mate fall out, as kids often do, the Chelsea shirt will probably go into the waste bin. I would suggest though that once he and his mate are seen together wearing the same shirt they are likely to be in for a ribbing especially down here in Southampton. If you live in the sticks it is not going to be such a problem for them probably though. Children will make there own minds up, just as you probably did, Its all part of the growing-up process. Mind you one of my Sons had a similar problem with my Grandson, they went to the Dell on a regular basis but, the little blighter supported Arsenal for what ever reason!! He still supports Arsenal today and is a bloody season ticket holder!!! Oh Boy though........ has he had the Mickey taken out of him this week end. There is worse things your lad can do, so I wouldn't lose too much sleep over it.