From wikinotes
- Install Cursor Lock

- Then:
    Open Steam and go to your list of games.
    Right-click on the game in question and select “Create Desktop Shortcut”.

    Find the shortcut on the desktop and right-click to examine its “Properties”.

    For the new version of Steam, look at the “Web Document” tab and then the “URL” 
    box. For the old version, look at the “Shortcut” tab and then the “Target” box. Copy the 5 digit number you see there.

    Open Cursor Lock Setup.

    Select “Open Program” and then find the path to the Steam executable, usually 
    it will be something like C:\Program Files\Valve\Steam\Steam.exe

    Select “Open Program Args” and put in -applaunch xxxxx where xxxxx is the 5-digit 
    number you copied earlier.

    Select “Lock Program” and then find the path to the game’s main executable–this 
    would be what one would usually set as the “Open Program” when Steam isn’t involved. 
    If you don’t know where it is, you should start looking under C:\Program Files\Valve\Steam\SteamApps\. 
    You can also use Task Manager to help you find the executable name when the game is running.

    You’re done! Hit the “Create Shortcut” button to create a permanent shortcut to the game with Cursor Lock.