@Midi - well over a year since your post but... This gets you the Colon : FN + Shift + ;

I can't type : into DOSBox for some reason. It makes it impossible for me to change drives.

Way too difficult for the average user.

It's also worth noting that I only have this problem with Lode Runner: The Legend Returns so far. The mouse support is perfect in the Windows version of EDIT.COM (which is the only other program with mouse support I've tried).

Oh, another thing: I noticed that increasing mouse sensitivity reduces the area the cursor is stuck in, but increases the distance the cursor jumps when you click. Also, switching to windowed mode and then back to fullscreen mode solves the boxed-in (first) issue.