Don't do it. Or at least don't do it unless you have a very good reason. At that age, mom should be taking care of the grooming and cleaning. If a bath is inevitable, keep it as comforting as possible so you don't cause the kitten unnecessary stress.
Take his temperature first. Kittens with lower-than-normal temperatures -- body temperature should be between 99.5 and 102.5 degrees Fahrenheit -- are either sick or weak and should not be bathed. In this case, use a towel soaked in warm water and simply give the kitten a "wet bath" using the towel. This should get rid of any superficial dirt or smells until the kitten is healthy enough to get a real bath.
Be considerate. If you put a 2-week old kitten inside a huge tub of water, you'll give him a heart attack. Instead, get a flat pan or plastic tub and fill it with just a bit of warm water. Hold the kitten in one hand and with the other scoop some water and drizzle it over his body. Ask your vet if you can add some cat shampoo to the water for some bubbly good smell. Don't rub and don't spend too much time in the water. Think in terms of "10-second bath." Fleas? Get a special flea shampoo you can use on newborn kittens, rather than going for the usual stuff, which is too strong for young animals.
Get the kitten as dry as you can using a fluffy towel. This is the perfect opportunity to get your fill of hugs. Just wrap the kitten in the towel and massage his hair softly until it's dry. Don't be surprised if you end up with a kitten snoring the afternoon away after the relaxing bath.
Wrap the kitten in a new, dry towel and place him on a heating pad or warm blanket. Expect more snoring, unless mom and siblings are going to come around to inspect the funny-smelling kitten.
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