I am not a big mouse user but I know that feeling bro.
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If you want to change mouse sensitivity, Instead of changing it in osu, why not just change the DPI Of your mouse? I don't know how to explain DPI but DPI is sort of like sensitivity.
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This is the defintion of DPI from
http://www.microsoft.com/hardware/en-us ... ensitivityDPI is the standard used to measure the mouse sensitivity, expressed as the number of DPIs (dots per linear inch) that a device can detect. By changing the DPI, you can instantly adjust pointer speed for precision tasks, such as in-game targeting or photo editing. The greater the number of DPIs, the higher the mouse sensitivity, and the faster the pointer speed.
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To change dpi, If your mouse has DPI on-the-fly buttons, press one of the DPI On-the-fly buttons to create new settings for each DPI button. The mouse LCD will briefly display the new DPI setting.
If your mouse doesn’t have DPI on-the-fly buttons, start Microsoft Mouse and Keyboard Center, select the mouse you are using, click Basic settings, locate Sensitivity, make your changes, and then click Apply.
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I am not sure what model your mouse is, but if you tell me, I could be able to figure out how to change the DPI for you. If you are able to change the dpi, just mess around with it to figure out what setting you like the best. I Hoped I helped you out ^_^, feel free to ask me anything if you don't understand. From changing your Dpi i think you might be able to change mouse sensitivity in the OSU settings. I hoped I helped you out in some way possible.