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I've found when M.A.X starts you sometimes cannot click on the menu buttons, but pressing alt+enter to go to window and then using another programme before returning to M.A.X corrects whatever's causing that problem. Isn't a big deal but thought it might help someone out...
Thanks Frowning, that helped me. I just downloaded MAX and had that happen, but read your post and got past it ok. Now playing MAX, one of my favorite oldies!
I have the same problem, but found a simpler solution: just clicking the mouse once before actually using it will unlock the pointer at the center of the screen.
This might related to a DOSBOX setting. There is an option to "Auto-lock" the mouse when the DOSBOX emulator starts up. This way, when the emulator is started in full sceen mode, you will instantly get the mouse in the emulator.