A square? Hmm...
Usually this helps: try lowering your hardware acceleration one step.
Right click desktop>Properties>Settings>Advanced>Troubleshoot>and you'll see the hardware acc slider.
Move it one step to the left.
Or try a different cursor...
Also, if you change pointers a lot, then beeware of their colour depth and your monitor's/graphic card color depth. For example you might have set on 16 bit and the cursor being at 24 or 32, or on the contrary...that gives errors or graphic glitches!