Sometimes I get stuck in a situation, that I need to tell my boss he is wrong . so what is the proper way to do so, without making them feel humiliated?

Never tell your boss they are wrong.  Never.

What you need to do is make them think they have found out for themselves, and give them a way to change their mind without losing face.   A good way to do this is with "new" information.  This can be real new information, or a new analysis of existing information, or old information dressed up in a different way, or irrelevant information made to look like it is relevant, or whatever you can think of. 

By showing , fact's and figures, and by showing , power point presentation.