You need to use a "style" mark-up language known as CSS (which is short for Cascading Style Sheet).
Put this in the head of your HTML document:
<style type=text/css>
body {
cursor: CURSOR_NAME;
}
</style>
And these are the valid values for CURSOR_NAME - simply replace that bit with the appropriate cursor type from this list:
cursor: auto (uses what is set by user)
cursor: crosshair (should produce a cross)
cursor: default (cursor remains as it is)
cursor: e-resize (arrow pointing right)
cursor: hand (the traditional pointing hand)
cursor: help (a Question Mark should appear)
cursor: move (a cross with arrows on the tips)
cursor: n-resize (an arrow pointing north or up)
cursor: ne-resize (an arrow pointing northeast)
cursor: nw-resize (an arrow pointing northwest)
cursor: pointer (that hand again)
cursor: s-resize (an arrow pointing south or down)
cursor: se-resize (an arrow pointing southeast)
cursor: sw-resize (an arrow pointing southwest)
cursor: text (looks like the end of an I-beam)
cursor: w-resize (an arrow pointing west)
cursor: wait (an hourglass)
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body{ cursor: url('cursor.cur'), auto;}