Also - do you know what he was eating (if) prior to you getting him?
It's been a rare thing in our case to have one transition seamlessly to frozen/thawed - usually a pre-killed works to ease the transition if thats a problem. Then again I could say the same thing about the (potential) difficulties moving from mice to rats - we've usually had to cross-scent to get that to go over. Lot of good posts on the f/t transition - most involving making sure the prey is warm enough - gives a heat signature, and if it is the first few times some manually induced "nautural movement" (zombie mouse-dance type stuff) does well in attracting their attention. Don't hold it by the tail though - your hand will be a much more warm and inviting target and it's understandably easy for them to go for it.
Adam is deaad on about the heat - and definitely avoid 24hr light sources - nto so much from fearing frying them (though lamps do dry out the air) as from stressing them.As nocturnal creatures they are used to having the cover of darkness to move around in - constant light will stress them - both messing with their day/night cycle and not leaving them any nocturne to enjoy.
And of course, welcome aboard.
(EDIT - hastily scrawled sorry - tail-end of work ugh)