Title: Confine mouse
Use ClipCursor function, which allows you to confine mouse moving in some area.
//Confine mouse
procedure TForm1.Button1Click(Sender: TObject);
var
Rect: TRect;
begin
Rect.Left:=Left;
Rect.Top:= Top;
Rect.Right:=Left+Width;
Rect.Bottom:=Top+Height;
ClipCursor(@Rect);
end;
// Free mouse
procedure TForm1.Button2Click(Sender: TObject);
begin
ClipCursor(nil);
end;