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;

procedure TForm1.FormClose(Sender: TObject; var Action: TCloseAction);
begin
  ClipCursor(nil);
end; 