pure opengl locking mouse to screen center - c++

Question

I have a problem when i lock the cursor to screen center with SetCursorPos
My problem is that it is stopping my camera from rotating, my camera works fine when i dont try and lock it. But it allows the mouse to drag off the screen when not in full screen.
void SetPosition(HWND hWnd, int x, int y)
{
POINT pt;
pt.x = x;
pt.y = y;
ClientToScreen(hWnd, &pt);
SetCursorPos(pt.x, pt.y);
}
void COpenGLRenderer::OnMouseMove(int X, int Y)
{
//This works fine if i dont set the mouse and i look around
Camera.OnMouseMove(LastX - X, LastY - Y);
if (LastX != X && LastY != Y)
SetPosition(hWnd, this->Width / 2, this->Height / 2);
LastX = X;
LastY = Y;
}
void CCamera::OnMouseMove(int dx, int dy)
{
float Sensitivity = 0.25f;
Position -= Reference;
if(dx != 0)
{
float DeltaX = (float)dx * Sensitivity;
X = rotate(X, DeltaX, vec3(0.0f, 1.0f, 0.0f));
Y = rotate(Y, DeltaX, vec3(0.0f, 1.0f, 0.0f));
Z = rotate(Z, DeltaX, vec3(0.0f, 1.0f, 0.0f));
}
if(dy != 0)
{
float DeltaY = (float)dy * Sensitivity;
Y = rotate(Y, DeltaY, X);
Z = rotate(Z, DeltaY, X);
if(Y.y < 0.0f)
{
Z = vec3(0.0f, Z.y > 0.0f ? 1.0f : -1.0f, 0.0f);
Y = cross(Z, X);
}
}
Position = Reference + Z * length(Position);
CalculateViewMatrix();
}
void CCamera::CalculateViewMatrix()
{
ViewMatrix = mat4x4(X.x, Y.x, Z.x, 0.0f, X.y, Y.y, Z.y, 0.0f, X.z, Y.z, Z.z, 0.0f, -dot(X, Position), -dot(Y, Position), -dot(Z, Position), 1.0f);
ViewMatrixInverse = inverse(ViewMatrix);
ViewProjectionMatrix = ProjectionMatrix * ViewMatrix;
ViewProjectionMatrixInverse = ViewMatrixInverse * ProjectionMatrixInverse;
}