Right, had some time, did my own research.
Since it might be interesting for the betatesting, here the stuff I found out.
1. You can get rid of this effect by deleting the settings files in your saves folder.
2. Autosave brings the problem back. The moment the game performs an autosave, the mouse cursor gets stuck again and the savegame gets "corrupted" (unless you delete the said files again).
3. Normal saving is possible and does not damage the game but as soon as you got this cursor stuff going, it will be saved in normal savegames too.
One additional thin I observed:
As soon as it starts with the corrupted autosaves, all other austosaves are performed by overwriting the last normal savegame.
I for once, disabled autosave.
I think Elliot will require a bit more detailed information to address this - for example:
1. DW version, OS version (XP? Vista? Win7?)
2. upload of corrupted autosave file (if as you say, the cursor behaviour is repeated when reloading from a saved game, a savegame file for him to examine would be useful)
3. how the "deleting the settings files in your saves folder" affects the issue
4. detailed steps to reproduce (at least on your system) - for example, it happens whenever an autosave event happens