How do you trap the mouse cursor so that the player doesn't have to worry about their mouse leaving the window when they're trying to look around in an first-person game? I would think this is a feature implemented ever since the engine supported windowed mode because, well, some people want to play my first-person game in windowed mode.

Right now if the player turns around enough, the cursor exits the window which is very bad.

I'm using Acknex Commercial 6.60, but since I just started I can update and it won't break my project if this is in an update.