Hello,
i tought i write here since all the suggestions posted here did not work for me.
The f11 and menu "fixes" work aslong i dont go in to aim mode and move the mouse then its off to the other screen again.
I did use mousejail for some time but it stopped working after the last patch. Why i could not figure it out.
Cursor lock helps tho.
http://www.snakebytestudios.com/projects/apps/cursor-lock/
And heres a tutorial how to set up the shortcut.
http://www.snakebytestudios.com/2010/05/using-cursor-lock-with-steam-games/
All the best
nSBlackout