To download a cursor right click on the Cursor Image and chosse "save target as..." or "Save link as...." and save the icon on your PC.

Using Control Panel to change cursor
First, make sure, you have already downloaded the cursor to your computer as described above () and you know in which folder the cursor file is.

Follow these steps (assuming you have Windows XP):

1. In Start menu, click on Control Panel.
2. In Control Panel, double-click Mouse. Switch to classic view or navigate to Hardware and Devices section if you do not see the Mouse icon.
3. Switch to Pointer tab.
4. Select a cursor to modify and click on Browse button.
5. Navigate to the downloaded cursor.
6. Repeat for another cursor role and then click OK.