- New games: Run in fullscreen mode.
- Old games: Use CSMMT.
The best way to accomplish your goal in newer games is to run the game in fullscreen mode. This is a simple configuration option within the game and it will require no new software.
Take World of Warcraft (WoW), for example. Running it in fullscreen mode would be annoying to me. If I wanted to look something up, I would have to alt-tab to the desktop. That would get annoying, so instead I disable fullscreen mode (choosing windowed mode instead) and just make the window the size of the screen (which, in the case of WoW, is actually a third option: Windowed (maximized)). Same large-screen effect, but then I can mouse over to the second desktop to look things up. My FPS suffers slightly, but my video card is so beefy that it doesn't matter.
Now, take StarCraft 2 (SC2). Occasionally, I want to look something up. Much more importantly, though, I was to slam my cursor against the side of the screen so I start scrolling over to see events nearby. Having my mouse wander off onto my other desktop simply doesn't work out for me in this situation. So, I play SC2 in fullscreen mode and it's not an issue. My mouse is trapped and I don't have to worry about it wandering away.
Now, the above solutions only work for new games that have been made to be aware of multiple monitors. Older games did not know how to deal with situations where you went off the side of the screen and as a result. There are some pretty cheesy workarounds for this (unplug or disable the 2nd display while playing the game, orient your monitors at diagonals from each other). However, you might want to try CSMMT. It was made specifically to help trap your mouse for older programs where side-scrolling is a necessity.