Hooking all the controls MouseEnter and MouseLeave events, then figuring out if it is still inside the form is pretty painful. A simple timer can get the job done too:
public partial class Form1 : Form {
private Timer mTimer;
public Form1() {
InitializeComponent();
mTimer = new Timer();
mTimer.Interval = 200;
mTimer.Tick += mTimer_Tick;
mTimer.Enabled = true;
}
private void mTimer_Tick(object sender, EventArgs e) {
if (!this.DesktopBounds.Contains(Cursor.Position)) this.Close();
}
}