I think what he/she means is that a X/Y position from the mouse on the screen can be many positions in 3D space - are you looking to project it onto an object? If so, you want to look up generating rays into the screen based on your current projection matrix and collide those with the shapes within your scene.
Exactly this. Hrmm. So I assume OpenGL Utilities don't really support anythinwg like this, so I'll have to create it myself.
I'm thinking about how I would create rays. Perhaps I should read up on it. It doesn't seem like the easiest task, especially taking into account Field of View, and rotation at 15 Degrees.