It seems I'm out of luck with this game.
I finally was able to play it (avoided tinkering with the options, which seems to trigger the mouse bug) but after walking around a bit the game froze. It exactly happened when that door is suddenly opened by the wind(?), right at the start of the game.
Not only the game froze, but the whole computer. After a couple minutes of staring at the same frozen frame and hearing the same sound loop the screen turned black, forcing me to reboot the computer manually. While all this happened I wasn't able to alt+tab. I think the game simply crashed my video card.
Here's my
dxdiag, in case you need it.
I'd really love to be able to finally play this game. I never had any problem running the Penumbras in this same machine.