An annoying mouse cursor... please help!

On a number of games I own, mostly 1st person shooters, the windows mouse cursor pops up and won’t go away. Although it usually doesn’t create TOO much of a problem, it nevertheless is really irritating. I’ve tried everything I can to stop it from happening: install a new mouse driver, install a different version of Direct X, reinstall my video driver (and try updates) to name but a few. But nothing seems to work. does anyone think it might have something to do with open GL? even if it doesn’t, please, if anyone has any ideas, I would be very grateful!