Pie32,
You've got a great thread here, and thanks especially for the cursor hosting. Now I'd like to give back. The codes you've put up only work for Internet Explorer. The newer versions of Firefox and Mozilla do support the custom cursors, although you have to take a little bit on at the end.
The code would be like this:
cursor: url('cursorurlhere.cur'), 'backupcursor';
Firefox and Mozilla require a backup cursor in case the first one doesn't work, otherwise it just disregards the code.
Any of the default cursors can be used, the url of another cursor, or you can put auto and let the browser use would it automatically would use.
For more information, and maybe a better explanation, you can read the mozilla article
here