Thanks Brad for this update.. There"s a new version of CursorXP available. CursorXP is a popular freeware program that does incredibly cool things to mouse cursors on Windows 2000 and Windows XP (it has to be seen to be believed).
The new version provides full compatibility with the latest DirectX games (like Neverwinter Nights) and at this point uses no more resources or CPU than a regular Windows mouse cursor would except that CursorXP can do much more.
The plus version now has sound effects that can be tied with specific actions and a host of other cool features (changing mouse cursors on the fly, resizing mouse cursors on the fly, tons of extra special effects, and more).