Hide the mouse cursor

One way is to use a transparent GIF as the cursor or create one.

int[] pixels = new int[16 * 16];
Image image = Toolkit.getDefaultToolkit().createImage(
        new MemoryImageSource(16, 16, pixels, 0, 16));
Cursor transparentCursor =
        Toolkit.getDefaultToolkit().createCustomCursor
             (image, new Point(0, 0), "invisibleCursor");