A:AnswerI haven't had this problem as of yet. My batteries are a little tight and I used a toothpick to catch the edge of one to pop it out the last time I changed them. I would say if you can't lightly pop them up with a toothpick or get them to come out by lightly tapping the mouse against the palm of your hand then I would bring it back to where you purchased it.
A:AnswerI had the same mouse and I hated it. I could not keep it working and it went batteries quickly. I finally cut my loses and chucked the mouse in the trash and paid $3 more than what I paid for this mouse. If you are able return it quickly.
A:AnswerYou shouldn't have to hold it down no more than 1 second. You should only have to do this once during set up and possibly every time you change the battery. If you can't connect the mouse to its receiver instantaneously, update your usb drivers or try another port.