Why does my male dog cry when he plays with squeeky toys?

When that happens shes going through a false pregnancy.

"The female dog will often produce milk, engage in nesting activity and look like she's pregnant. It's amusingly sad to see the affected dog try to persuade a tennis shoe to nurse! False pregnancies are always unpredictable and can show up whether or not a mating has occurred. Often so much milk is produced the female dog becomes uncomfortable. Once a dog has had a false pregnancy she's likely to be afflicted again. Many dogs whether they are bred or not, will develop a false pregnancy, and look, act, and even think as if they are pregnant. Some will carry small toys or pillows around and even start digging a nesting site wherever they please. Fortunately 90% of false pregnancies resolve over a period of three weeks with no treatment. For about 10% of female dogs, though, the psychological effects directing mothering behavior are so intense that the female dog is miserable. She's continually searching for pups that aren't there and seeking relief from the mammary gland engorgement that's making her uncomfortable. Any female dog showing false pregnancy is apt to have a re occurrence in the future. There is NO reason NOT to breed this female dog but she may be a poor producer. There seems to be a greater risk of pyometra, a severe infection of the uterus, in any female dog that has had false pregnancies. There's no way of predicting the outcome of any breeding but many female dogs that have had a false pregnancy have gone on to whelp normal, healthy litters. Evidence does not indicate that false pregnancies are an inherited disorder. "