So the turtle is not eating anything at all? If you only feed him in the feeding tank, try dropping in a certain amount of pellets - like 3 - and then leave the area, so that the turtle does not see you or any other distractions. Come back after 30 min. and see if the turtle hasn't eaten them.
Weird that the turtle won't even go after shrimp, turtles usually love that. It may be that, since your turtle is so new, it hasn't associated you with food yet. They usually act like they want to run through the glass because they want food. They may still do it even if you put food in the tank. Try grabbing its attention with your finger or something, and then drop the food. Let it eat after that, as some turtles won't eat if you are too close. Might even want to try something with a strong smell, like tuna (in water). Rub some of the liquid on the turtle food, and put that in.
Also, not sure what your plans are for housing the turtle, but you are going to need a larger tank. I suggest reading through the main site, if you haven't already, and learning about the various needs and recommended habitat sizes, filtration, diet etc. for RES turtles.
http://www.redearslider.com/