Here is a sample code to achieve this, not perfect
but should get you started.

Code:

var speed = 2; // play with 2

action myEntity
{
while(my)
{
my.x += sign(screen_size.y/2 - mouse_cursor.y) * speed * time_step;
my.y += sign(screen_size.x/2 - mouse_cursor.x) * speed * time_step;
wait(1);
}
}

function main()
{
....
....
mouse_mode = 1;
}