Cursor.Position

I want to move the cursor in a MouseMove event callback. I'm using
Cursor.Position to set the new mouse position. Unfortunately this
seems to prevent the rest of the form from updating until I stop
setting Cursor.Position (for example, I have a textbox and a progress
bar that should update while the MouseMove event is being handled, but
they don't update if I always set the Cursor.Position property.) I've
tried calling the Win32 function SetCursorPos() directly, but that has
the same effect. Is there something else I can do to make my form
update?

Thanks!