Screen.lockCursor and Crosshair?

Unity Engine
1

I currently have a scene that uses a lot of OnMouseDown interactions. I would like to use a crosshair in place of the mouse click, how would I do this?

I have a GUI crosshair that shows up, but how do I lock the mouse (and hide it) to the center of the screen?

I have tried this page, but I am still not able to get it to work. I am still very new to unity, so I would appreciate it if you could explain in a simple way - like where do I attach the script, and what else needs to be included?

Much appreciated.

EDIT: I got the mouse locked with the following script, but not at the center of the screen. Ideas?

using UnityEngine;
using System.Collections;

public class screenLock1 : MonoBehaviour {

    void Update()
    {
        if (Input.GetKey(KeyCode.Escape))
            Screen.lockCursor = false;
        else
            Screen.lockCursor = true;
    }
}
2

For anyone finding this thread via Google - it appears that this actually does work properly upon build, just has some issues inside of Unity. FYI