Hey spudfish,
Check your temperatures first, make sure they are correct. Don't handle him too much, let him settle in for a week or two.
People will also need more information in order to help you -
How old is your python?
What are the temps in the enclosure now?
When did he shed last?
What type of enclosure do you have him in, and what size is it?
They are just the questions I can think of first up.
Typing 'not eating' and similair phrases into the search function at the top right hand may bring up some helpful info in previous threads for you.