If you want to use a hand cursor (like web browsers use when the mouse is over a link) you either have to have Windows 2000 or above, or use a resource. [Yes, this is an old article, but it is kept in to demonstrate the technique] The trouble with resources is that you need to know the Resource ID and for the little classes offered on this site, that is not known. So this little class steals the Hand Cursor from a standard Win32 file and uses CopyCursor (and DeleteCursor) to create a local copy.
You can see it in use in the Web Link Button and MSN Message Window in this section.