How do you add cursors to the cursor list?

I have recently added a new cursor and want to change the Link select cursor but when I go to personalize then go to mouse pointers I see the pointer but cant find it when I press browse. And I really don't like when my pointer is a target and when i go over a link goes back to the hand can someone help me please? I have windows vista basic and I downloaded the gun sight cursor from fun utilities.com