Quote: "Thanks. Maybe something that should be added in a future update =)"
You can get around this by making your own mouse routines using the position mouse command and the mouse move functions and using a sprite or something similar.
Instead of positioning the mouse using the mouse x/y commands, keep an internal variable that changes with the mouse move commands.
That way, you can position the sprite within your window or any other confines you like.
The user still sees their own mouse when it moves outside the window, but by using the position mouse commands, this will be pretty difficult for the user to do.
All that said, it might frustrate the user to no end that they can't use the mouse outside the window.