You can either:
- Bring it back to the shop if it's still under warranty and try to get another one/brand
- Buy a usb->ps/2 adapter if your mouse is usb and doesn't have one sold with it
- Use the usb->ps/2 adapter that comes with it if there is one.

If it's USB, Spiff might be right since I have sometimes problems with my USB modem that prevent XP from loading the login screen (I just need to unplug/replug the modem to fix it).