Вызываем с набором необходимых флагов.

Private Sub Form_Load()

    Set objDirectX = New DirectX7
    Set dri = objDirectX.DirectInputCreate
    Set dmmouse = dri.CreateDevice("GUID_SysMouse")
    dmmouse.SetCooperativeLevel Form1.hWnd, DISCL_FOREGROUND Or DISCL_NONEXCLUSIVE

End Sub

Visual C++

Вызываем с набором необходимых флагов.

......
hr = g_pDI->CreateDevice( GUID_SysMouse, &g_pMouse, NULL );
if FAILED(hr) 
{ 
	ASSERT(FALSE);
}

hr=g_pMouse->SetCooperativeLevel(this->m_hWnd,
	DISCL_FOREGROUND | DISCL_NONEXCLUSIVE);
	
if FAILED(hr) 
{ 
	ASSERT(FALSE);
}
.....