Mouse Capture

I am creating pop up controls that function similar to pop up menus of the
tool pallette in that they exist until the user clicks off of them. To do
this I need to capture all MouseDown events that occur, even if they are
outside of the control. Then by evaluating the position of the click I can
determine if the control should remain exposed or be hidden.

Question: How do I direct all mouse events to be forwarded to the control
including the events that occur outside of the ClientRectangle?