Because PureGDK does not support fullscreen exclusive you will have to handle certain situations yourself, like mouse movements for multiple monitors.
One possible solution would be to use the Win32 API to lock the mouse cursor to the DBP window and prevent it from moving onto other another monitor.
Simply check to see if the mouse has left the bounds of the window. And if it has, move it back.
There is an API function to lock the mouse to a window. I think it's SetCapture, but I can't remember off the top of my head.