I found this in a few different places around the 'net - hopefully it's helpful:
Change Out Your Pointer Scheme
Tired of seeing your pointer as an arrow or an hourglass all the time? Windows XP offers a number of alternative pointer schemes, such as Dinosaur, Ocean and Sports:
- Open the Control Panel, double-click Mouse, and select the Pointers tab. (If you start in Category view, select Appearance and Themes, then click Mouse Pointers under "See Also").
- Next to Schemes, click the down arrow and select a scheme to preview its pointers.
- Click OK to apply the scheme to your desktop.