Sorry, I didn't realize you were quoting a link, so I thought you had already unchecked Control Mouse Cursor.
Control Mouse Cursor is an option on the PlayMakerGUI component. Typically this is on an object called PlayMakerGUI that is auto-added to the scene.
If you want to use Playmaker to control the cursor, keep this checked, and use the Set Mouse Cursor action to hide and/or lock the cursor.
If you have scripts that control the mouse cursor, uncheck this option so Playmaker doesn't fight for control over the cursor.