I'm glad my assumption was wrong...
Anyway, the baby may not want F/T right away. Sometimes they can take a while to move over to frozen.
At 3 weeks, at best, it's only eaten 2-3 times, most likely only 1-2 times. Call em up, ask em if they fed it f/t.
Get your temps and humidity right, give the little guy at least 2 or 3 days to get used to his new digs, with no handling. Then give it a try, if it doesn't eat, do the same again after a couple more days. If that doesn't do the trick, try a live hopper mouse...