From your description, it sounds like the wireless connection between the mouse and the USB receiver (jump drive) isn't resetting. Here are the steps to reset the connection after changing batteries:
With the computer on, mouse on, and receiver installed in the USB port...
1. Turn the mouse over and aim the front at the receiver, like this:
2. Press the "connect" button on the bottom of the mouse. It's small and round, next to the power switch.
3. Then press the "connect" button on the receiver
(the connect buttons always have to be pressed in this order)
4. When you press the button on the receiveer, the light will turn on. Keep the mouse pointed directly at the receiver until the linkage is complete and the light turns off.
That whole process has to be completed in under 60 seconds. If it takes longer, you'll have to start over.
At least, that's how it works for me. Here's a link to the user manual with other helpful troubleshooting tips:
Best of luck!