In the solution explorer right click on the Windows Phone 8 project and open Properties. Go to 'Build' tab.
Then inside 'Conditional compilation symbols' add "WINDOWS_PHONE8_1" (or whatever..., probably the templates already define something similar for each project/platform, I don't remember what those are).
in your game class use this code to set the mouse.
#if !WINDOWS_PHONE8_1
this.IsMouseVisible = true;
#endif