Nevermind I figured it out, to turn it off go into the Final Fantasy 11 configure program on your desktop or in the main playonline directory or steam directory (whichever one you have on your pc). On the main selection screen choose misc. and then choose "Enable hardware mouse cursor".
Doing this turns off the software cursor that will come up on the game screen and switches over to the hardware mouse cursor which you can still bring up if you scroll over the game but it doesn't keep a cursor on the game screen area when you move it from the game area.

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