As Carol mentioned, this is possible in AHK. But it won't work exactlly as Poolee asked for.
Notice that the mouse can be moved only after it passes from one screen to the other. It needs to pass to the other screen for it to be detected and moved back. So, it'll still make the games minimize, Poolee.
On the other hand, it's easy to do what JeffK asked for.
The following code should do it:
If MouseX > %A_ScreenWidth%
the code above restricts the mouse to the primary screen. To restrict the mouse to the secondary screen (located on the right), replace '>' with '<'.[/edit]