First off, let me echo the no handling thing. Until he starts feeding, I'd handle him as little as possible. Handling can really, really bug some ball pythons. And as far as feeding is concerned, don't expect him to feed like your corn snake. In addition to my ball pythons (of which I have close to 40) I have four pet snakes all different species. They eat every week without issue, without fuss. The balls will go off of food for months just because they don't like you. So don't stress. If he gets to be too thin, like losing lots of weight to the point where you notice his skin being really loose, look into assist feeding (AS A LAST RESORT THOUGH. I've had to assist feed new babies from time to time and it's stressful on you and the snake!) Also, keep in mind that some balls WON'T switch to F/T without assistance. I prefer frozen thawed, but I still have stubborn ones that just Won't do it. They'd rather die. Same with switching from mice to rats. Some just WILL NOT do it. Lots of methods to try before it comes to that though.

Give it some time and breathe. Try to get your husbandry in line as much as you can and try to make sure he has adequate hiding places in the meantime. Keep in mind that pet stores don't always get their snakes from reliable breeders and usually don't have great husbandry, so he's probably stressed out already.
Deep breath and give him some adjustment time.
Have you tried feeding him in the dark yet?