You can't have two cursors going at once in Windows. However, it's easy to have two mice hooked up at once. It's as simple as just connecting them up. They will respond, but only one will work at a time, due to the basic functionality of the cursor.
For this situation, though, this is not what you want. Aside from just having a seperate computer, what you can do is force your game to run as in a window. Then you could just pan your cursor over from one screen to the next. It's cloogy, but works.
If all else fails, you could just use ALT-TAB to switch between apps. If that's not good enough, then you need to figure out what your priorities are. Playing the game, or messing around with other crap.