There is some info about that here:
http://www.mantraonnet.com/ss/rudraksha.html
There are more stories of Shiva crying. When Shiva took the form of a baby and appeared from in between brahmas eyebrows he cried. Therefore Brahma gave the name rudra to Shiva, rudati iti rudra, he who cries is Rudra. Another story is that of Shiva crying, because Vishnu was singing beautifully. Those tears created a pond of water at naimisharanya kshetra.
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