When I purchase my Pal Mickey at Guest Services (International Gateway, Epcot), the CM wanted to make sure that the 'software' was up to date, so she opened a drawer and in the drawer was device that looked like a Palm Pilot. She pointed Mickey's nose (were I assume the infrared sensor is located) at the side of the device and pushed a button. After about 30 seconds she handed Mickey to me and told me that he was all set and if I had any problems, that most CMs had access to these devices and could up load Mickey's software. I have also read on the DIS boards that walking through the front gate with Mickey facing forward has the same effect, but I don't know how accurate that claim is since it took about 30 seconds of clear line of sight to 'update' Mickey. So go with Tinkerbell04's advice and bring him to a CM.
-Prof