I foubd that if your desktop resolution matches Bone's resolution (which I think is 1024 x 768) that the mouse curse popup and sudden desktop access in the rat chase scene goes away.
I have not tried 1024x768. I use 1600x1200 for my desktop, and it minimizes for me! Very frustrating! I had to run the chase sequences in windowed mode! Even then, it was still difficult to complete them. They need to lock the full-screen mode using a DirectX call. No one should need to play this game windowed.
When you first meet the two RAT Creatures, something weird happened. I was clicking to move Fone Bone, and when the Rat creature picked him up, he slid off screen and to the back of the creatures. The creatures still acted like he was in front of them! lol! I had to reload before the Rat Creatures, to get Fone Bone to appear correctly again! This bug happened several times and I can reproduce it!