Yea just to clarify:

You CAN steer lead char with mouse. Just set all alt characters to /follow Leader. This is pretty much the backbone of Multi-boxing as manually moving all characters is near-impossible to do accurately, or over long runs, due to facing direction issues.

Best solution: /follow Leader on all alts, run/steer with Mouse on Leader's window; alts will follow the leader and you can still steer, s'how I do it =)