In the 'Angle' category of the Sprite's actions, there's a few actions like 'Set angle towards position' and 'Rotate towards position'. For example, Set angle towards MouseX, MouseY will make the object look at the mouse.
Ash, if he's got the Mouse behavior on the object, then it can't point towards MouseX, MouseY
What you could try is this:
Make two variables for your object called "lastX" and "lastY."
+Always
-Sprite: Set angle to (angle(lastX, lastY, MouseX, MouseY)
-Sprite: Set sprite.value('lastX') to MouseX
-Sprite: Set sprite.value('lastY') to MouseY
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I think that should work.