Imho easiest will be to PInvoke the ShowCursor(FALSE) function (see http://msdn.microsoft.com/en-us/library/ms648396.aspx)
[DllImport("user32.dll")]
static extern int ShowCursor(bool bShow);
Edit: This is equivalent to calling Cursor.Hide () (http://msdn.microsoft.com/en-us/library/system.windows.forms.cursor.hide(v=VS.100).aspx) if you are using Windows Forms.