Mouse leaving windowed game

[Lovok]

I am playined X-COM : UFO Defense Gold Edition, so I am running the .exe into a virtual desktop. The game starts and everything works fine, except it's incredibly tiny (which I can zoom to compensate), and my mouse will not stay inside the game window. I have tried adding the registry key to force mouse wrap override, but that did not work. Are there any other fixes I overlooked regarding the mouse problem?

Thanks.