SirKnight

No it's not bad practice at all. It's freaking annoying having the mouse cursor show up outside the window throwing your mouse control off in the game.

If you want to go to another window, just ALT-TAB. Or remember you're playing a game and everything else can wait. :-)

I know you can do this manually, I just wondered if XNA had a mode that would do it for you as it does a lot of other cool things for you. But yes Wolfdog, this is the effect I am looking at.

Every FPS I have played in windowed mode did what I talk about. I just now ran quake 2 in windowed mode and yep, no mouse cursor. In a FPS, having the mouse cursor show up outside the window causing the mouse control to go away in the game would be a bad thing. Actually, I've played many other games in a window that wasn't a FPS that took complete control over the mouse, now that I think about it.

When my game is running in a window, I want the game to own the mouse and if I need to switch to another window, ALT-TAB is just fine.

There's nothing at all wrong with this. Games have been doing this for a long time now, not all but a lot.