Check that you have the mouse at default settings. If you suspect that you have altered something, uninstall with Revo Uninstaller, do the advanced one to really get rid of everything, unplug your mouse, restart, plug in your mouse and see what Windows does. If it works, okay, then install drivers.
Since it's new, I might want to take it to service = warranty = exchange for another one. Most problems with hardware appear quickly; if it works well for a year, it'll probably work well for ten+ years.