var
.
.
OldCursor : HCursor;


procedure TForm1.Button1Click(Sender: TObject);
var
  NewCursor : HCursor;
begin
  NewCursor := LoadCursor(HInstance, 'MyCursor'); // Load New Cursor from res file for example.
  OldCursor := GetCursor; // Save handle of old cursor.
  SetSystemCursor(NewCursor, OCR_NORMAL); // Use new cursor.
end;

procedure TForm1.Button2Click(Sender: TObject);
begin
SetSystemCursor(OldCursor, OCR_NORMAL); // Restore old cursor.
end;