Trembling or shaking in a yoga pose can be caused by overworking in the pose, or it can be a sign that a weak muscle is being accessed in a new way.
If the student is trembling due to overworking, I would have him come out of the pose. You can tell by looking at his face and noticing how he is breathing. If he is red in the face, tight in the throat, or his breath is labored, he is probably overworking.
On the other hand, if the student is calm and breathing freely but the muscle is trembling, it may be appropriate to have him stay in the pose but limit the duration of the hold. You do want him to build that muscle and become stronger. If he starts to tremble, have him back off and start again slowly.
Maty Ezraty has been teaching and practicing yoga since 1985, and she founded the Yoga Works schools in Santa Monica, California. Since the sale of the school in 2003, she has lived in Hawaii with her husband, Chuck Miller. Both senior Ashtanga teachers, they lead workshops, teacher trainings, and retreats worldwide. For more information, visit http://www.chuckandmaty.com.