I tried that and it wouldn't let me add to the windows/cursor. It said that only the administrator could do it. I'm the only one who uses this computer so I'm not sure what to do about that.
Here is the solution, and it gonna work:
I guess you have enabled UAC (User Account Control), and this is why you can't paste it just like that but this is not a trouble.
- Rename your cursor so it won't replace none of these which are already there - for example rename it as: myCursor
- Copy and paste your cursor to: C:\Windows\Cursors
- Destination Folder Access Denied dialog box appears
- Just click Continue
- Right click on the desktop > Personalize > Change mouse pointers > Browse... for a your cursor located at C:\Windows\Cursors
Restart your system and you will see that you got your own cursor no longer replaced by a default.