The first is to find and download.cur (cursor) files. It doesn't matter where you download them to or store them. Then you can go Start->Control Panel->Hardware and Sound->Change Pointer Appearance. Select each pointer type one by one, click Browse, and browse to the location of the cursor files you downloaded, selecting the appropriate one. Reapeat until all cursor types have been changed.
The other way is to use the free program CursorXP, which makes life a whole lot easier. Once you've downloaded and installed it, you can click here to browse for and download cursor packages designed for use with CursorXP. To apply the cursors, simply double-click the icon package from wherever you downloaded it to...all cursors will be updated in seconds.
The difference is that with CursorXP, the program must run automatically every time you start your computer for the custom cursors to be loaded, meaning it does consume a small amount of RAM. The first way, on the other hand, uses no additional resources but is more difficult to set up.
Hope this helps,
P.S. If you have any other questions, feel free to ask.
Actually I think the title says it all. I want more cursors such as what I can find on the net and I could do it easily with 98. XP completely confused me and now with a new computer with Vista I am totally baffled about everything. What a hassle just trying to read power point presentations. Nothing is straightforward any more. Oh how I wish I had my 98 back.