Hyper-V Mouse not captured in Remote Desktop session.

If you are connecting using remote desktop to the server on which you installed Hyper-v role. When you try to connect to a guest machine for the first time and you want to install the operating system, you are using the mouse, you will receive the message:

“Mouse not captured in Remote Desktop session”

The solution for this is to connect physically to the server and install the OS on the guest machine!