UINT fuload = LR_LOADFROMFILE;
if (width==0 && height==0) {
   fuload |= LR_DEFAULTSIZE;
}
HCURSOR cursor = (HCURSOR)LoadImage(NULL,filename.c_str(),
                  IMAGE_CURSOR,width,height,fuload);

case WM_SETCURSOR:
   ...
   SetCursor( GetCursor() );
return TRUE;