Once you have found the baby whale, swim back to the dolphins that are playing the fish fetch game. If you sing to them they will swim up and join Ecco on either side and you will have control of all three dolphins.

Swim back to the whale and nudge the green rock at the base of the rockfall with Ecco's snout. A short cut-scene will take over which will show Ecco and the helper dolphins push the rock out of the way, thereby allowing the whale to escape and swim back to it's mother.