Well, when was the snake last fed? What are your temperatures like on the cage? The snake will also definitely need some type of hide to minimize stress. I'd give the snake a few days to settle in, get it eating regularly and then start dealing with the handling issue.
As far as the not feeding in the cage thing, I have always fed my snakes in the cage. Some snakes are defensive while in the cage, but feeding out side the cage just makes them defensive when you go to pull them out of the feed box, in my experience. Plus the act of moving them to and fro can also stress them. I don't think feeding out of the cage is really neccessary, but some people have had some success with it (and if you are keeping multiple snakes in the same cage-not that I'm recommending that, you really should separate them when feeding to prevent both snakes going for the same food item).
Ok, getting the snake out of the cage for handling when it's not in the mood. What works for me is to cover the snake's head with a cloth so that it doesn't see my hand reaching for it. Then I can usually grasp it's midsection and lift it out of the cage. Most snakes calm down once they're out and start moving around. I've also used gloves for snakes that were definite biters. I now use a small hook (telescoping pocket style) when ever removing any of my snakes from their cage. Works great once you get the hang of it. I also use the hook to move the snakes in the cage, while I'm doing things like refilling water dishes or removing sheds and such.
As far as snakes loving to be held- some seem to tolerate it better than others. I don't know that they actually appreciate being captured and held by a potential predator. But I'm not a snake so I really can't be sure how they feel about it.
Working with them is the best way to get them used to handling- but some snakes never get over it... Good luck with your new snake!