1. Right-click on the desktop and select "Personalize" from the pop-up menu.
2. Click on "Change mouse pointers" in the left-hand column.
3. Click on the one you want to change ("Normal Select" for the default one) to highlight it.
4. Click on the "Browse" button.
5. Click on the new pointer (try "aero_arrow_xl" for the normal pointer).
6. Click the "Open" button.
7. Repeat for any other pointers you wish to change.
8. Finally, click "OK" and then close all the dialogs.