Is this the first time you have used the computer? Can you click on anything else, like the start menu? Have you tried a different mouse?
You can try rebooting and see if still happens...
Just purchased a new laptop, I have three icons on my desktop, recycle bin, photoshop, and avg antivirus, but I cannot click on any of them (left click, right click, etc). I am not an idiot, but far from a computer expert, what is going on??