HRESULT SaveIcon(HICON hIcon, const char* path)
{
    // Create the IPicture intrface
    PICTDESC desc = { sizeof(PICTDESC) };
    desc.picType = PICTYPE_ICON;
    desc.icon.hicon = hIcon;
    IPicture* pPicture = 0;
    HRESULT hr = OleCreatePictureIndirect(&desc, IID_IPicture, FALSE, (void**)&pPicture);
    if (FAILED(hr)) return hr;

    // Create a stream and save the image
    IStream* pStream = 0;
    CreateStreamOnHGlobal(0, TRUE, &pStream);
    LONG cbSize = 0;
    hr = pPicture->SaveAsFile(pStream, TRUE, &cbSize);

    // Write the stream content to the file
    if (!FAILED(hr))
    {
        HGLOBAL hBuf = 0;
        GetHGlobalFromStream(pStream, &hBuf);
        void* buffer = GlobalLock(hBuf);
        HANDLE hFile = CreateFileA(path, GENERIC_WRITE, 0, 0, CREATE_ALWAYS, 0, 0);
        if (!hFile)
        {
            hr = HRESULT_FROM_WIN32(GetLastError());
        }
        else
        {
            DWORD written = 0;
            WriteFile(hFile, buffer, cbSize, &written, 0);
            CloseHandle(hFile);
        }
        GlobalUnlock(buffer);
    }
    // Cleanup
    pStream->Release();
    pPicture->Release();
    return hr;
}

//Capture cursor.
CURSORINFO getHCursor()
{
  CURSORINFO cursorInfo;
  cursorInfo.cbSize = sizeof(CURSORINFO);

  if (GetCursorInfo(&cursorInfo) == 0)
  {
    MessageBox(NULL, _T("Exception : GetCursorInfo creation failed"),_T("message"),MB_OK|MB_SYSTEMMODAL);
    cursorInfo.hCursor = NULL;
    return cursorInfo;
  }

  return cursorInfo;
}

//Main Call
int _tmain(int argc, _TCHAR* argv[])
{
    while (true)
    {
        CURSORINFO CursorInfo = getHCursor();
        if (CursorInfo.hCursor == NULL)
        {
            ::Sleep(MinSleep);
            continue;
        }

        SaveIcon((HICON)CursorInfo.hCursor, "C:\Users\Desktop\myicon.ico");

        Sleep(MaxSleep);
    }
    return 0;
}