Are you as annoyed as me that EA never bothered to fix multi-monitor support in Command & Conquer: Zero Hour? It's been bugging me for years, and I finally decided to do something about it.
I wrote a simple application in under 10 minutes, that when running checks if the current application is C&C:ZH, and if so, limits the movement of the mouse to the actual game window.
Very, very simple, and highly effective!
The application is available here (a whopping 4.2kB) for free ;-). Simply unzip, run the program, and start C&C:ZH!