The easiest way to change your mouse pointers using Deviant Art artwork is explained in this informative and easy-to-follow video.
-Visit Deviant Art.
-Go to Customization->Icons->Cursors.
-Download a cursor.
-Move all items in the zip folder into your Cursors folder in C:\Windows\Cursors.
-Right click your desktop and press 'Personalize'.
-Click the button that says 'Mouse'.
-Choose your cursor in the cursors folder, then press OK.
Congratulations on your shiny new cursor!