Laser light and safey?

Just bought Microsoft Wireless Laser Desktop 4000 keyboard and mouse - is there supposed to be a light that comes on somewhere on the mouse itself? The little pamphlet gives warning about staring into the beam and not pointing it at anybody - I don't see any beam to stare at. Are these laser products even safe? When first installed I had to hit the keys 5 or 10 times before they would even print - a couple hours later it started working. I don't know much about computers or wireless stuff as you have figured out already.