moonfish

The problem is that they are all only the main cursor file, I think. Copy the rest of the .cur files from the default folder into your custom folder as well and it should work as long as there is a full set.

Edit, my bad - these are different tga files and an animations mod, which is indeed an outdated way of doing it. If you were dedicated maybe you could have some success, but I think the simplest way would be to convert them to .cur files and replace the default set.