Use
System.Windows.Forms.Control.Capture
to make your form receive mouse messages even when the mouse is over a different window (like a child window for example) - and set it off again to release mouse.
For example in a standard form with a checkbox on and a picturebox if you have the code:-
Public Class Form1
Private Sub CheckBox1_CheckedChanged(sender As Object, e As EventArgs) Handles CheckBox1.CheckedChanged
Me.Capture = CheckBox1.Checked
End Sub
Private Sub Form1_MouseMove(sender As Object, e As MouseEventArgs) Handles Me.MouseMove
Me.Text = e.X & "," & e.Y
End Sub
End Class
Then when the checkbox is checked the x,y will display even when the mouse moves over the picturebox. When the checkbox is not checked it will not.