That sounds like normal behaviour, it should only change when moving the mouse and will report the movement of the mouse since the last type Mouse.getDX() was called, so if it doesn't move it will be 0. Maybe you need Mouse.getX() instead?
You're not on a Mac by any chance, are you? I noticed that Mouse.getDX()/Mouse.getDY() worked fine on Windows and Linux, but always returned zero in OSX.Actually, I don't 100% remember it was always 0 - I think it actually *wasn't*. It was usually 0, but occasionally you'd get some non-zero values, enough to make things twitch. Was about 2 years ago, so it's hard to remember exactly I do remember having to switch away from using it, though.