congratulations on your new snake!
first, i would say look into getting an under tank heater, heat bulbs are a disaster for ball pythons usually--they suck the humidity out of the air in a big way-- usually resulting in bad sheds and other issues because of the lack of humidity.
maybe you could post pictures of your setup too, as that helps others to identify your areas where you might have difficulty. have you checked out the links at the top of the general husbandry page for setting up a glass tank?
as far as feeding, most people have better success getting ball pythons to eat by feeding in their enclosures... this won't make your snake 'cage aggressive', but you will likely have an easier time getting them to eat if they are in familiar and safe surroundings.
let the snake settle in for a week without handling or bugging him, (this is the hardest part-- but it pays off) and then try offering a thawed out mouse, fully thawed and nice and warm.