I guess I have found a solution to this issue. The trick is to connect a mouse directly to the guest machine. In order to achieve this purpose you will need:
(1) Hardware: an extra mouse
(2) Software: edit the vmx file of your guest machine
Follow these steps to edit the vmx file:
(1) Shut down your guest machine. Do NOT suspend, but shut it down.
(2) Find the vmx file of your guest machine and back it up before doing any editing;
(3) Open the vmx file with a text editor software. I used Notepad in Windows to open it.
(4) Add the following two lines to the end of the vmx file:
usb.generic.allowHID = "TRUE"
usb.generic.allowLastHID = "TRUE"
(5) Save the file and close it.
After editing the vmx file, power on your guest machine. Connect an extra mouse to your host machine. Go to menu VM > Removable devices. Find your USB mouse and connect it to your guest machine. Once the mouse is connected directly to your guest machine, you will be able to move the mouse to the second screen. Please note that once the mouse has been connected directly to your guest machine, you will no longer be able to control your host machine with this mouse, so make sure to connect two mice to the host machine, one for the host and the other for the guest machine.
I have tested this method and it turns out to work pretty well for me. Hope this will be useful to you.
References:
Triple Head in VMware Workstation Guest – FINALLY | Mulchman's Blog
VMware KB: Connecting a second mouse or keyboard directly to a hosted virtual machine