Yes, I did check the website for more instructions and guess what... there was none. I went to http://www.omega.com.tw/
Also, the batteries are supposed to go in the mouse, the receiver is like a pen drive, too small to hold 2 AAA batteries, so the only logical place is the tiny mouse, besides what matt2m said is correct, the usb receiver draws power from the usb port.
I did find one screw at the bottom of it, but when I un-screw it, the only thing visible was the mouse circuitry card.
In the manual it only states: "Put the batteries in the battery box". Cool, huh?
Any other ideas? I'm really confused.