Virt is right, that whole page (
is Flash... But Luke's way of doing things might work (though only in IE!) also. Will try it sometime!
As for testing if the mouse is out of the swf... Sure you could! Probably several ways to have your own cursor dissapear upon exit of the movie frame.
Something like this on a 400*400 movie:
xval = getProperty(_root.cursor, _x);
if (xval>10 && xval<390) {
setProperty (_root.cursor, _visible, "1"

;
} else {
setProperty (_root.cursor, _visible, "0"

;
}
Guess you could also have an invisible button (just a little smaller) than the movie, and show your cursor on rollover, or hide it on rollout.
One problem with both of these Luke! If you're trigger happy as I suppose you are, because of refresh rate, on a fast move out, you can allways trip these methods... And your cursor would still be left lying there!
But on normal moves, It works fine!
;-)