Well, try this code. If this does not work -- I'm out of ideas :):

DECLARE INTEGER ClipCursor IN user32 STRING lpRect
	
PROCEDURE ClipCursor  && locks and hides mouse cursor
	= INKEY(0.1)
	= ClipCursor(REPLICATE(CHR(0),16))

PROCEDURE ReleaseCursor  && releases locked cursor
	= INKEY(0.1)
	= ClipCursor(REPLICATE(CHR(0),8)+REPLICATE(CHR(0xff),8))

Try to call ClipCursor in GotFocus event for that ComboBox and ReleaseCursor in LostFocus for it.