Changing the System cursor is usually a very bad idea, but I assume you have some very special purpose in mind ... so, if you have to do it:
You are going to have define your own cursor file, and hack the registry: [^].
"What Turing gave us for the first time (and without Turing you just couldn't do any of this) is he gave us a way of thinking about and taking seriously and thinking in a disciplined way about phenomena that have, as I like to say, trillions of moving parts.
Until the late 20th century, nobody knew how to take seriously a machine with a trillion moving parts. It's just mind-boggling." Daniel C. Dennett