TYourObject = class(TAnyControl)

...

private

FMouseInPos: Boolean;

procedure CMMouseEnter(var AMsg: TMessage); message CM_MOUSEENTER;

procedure CMMouseLeave(var AMsg: TMessage); message CM_MOUSELEAVE;

...

end;

implementation

procedure TYourObject.CMMouseEnter(var AMsg: TMessage);

begin

FMouseInPos := True;

Refresh;

end;

procedure TYourObject.CMMouseLeave(var AMsg: TMessage);

begin

FMouseInPos := False;

Refresh;

end;