Here is how to change the cursor:

Go to http://www.kde-look.org/ and select "X11 Mouse Themes". Even though it is KDE-look, it will change the mouse for all window managers. I like the RedHat Linux 9 cursor theme. It has a shadow, but it is understated. Extract the theme of your choice. It will create a directory called "cursors". From the directory holding the "cursors" directory you just created:

su
(enter root password)
mkdir /usr/X11R6/lib/X11/icons/mytheme
cp -R cursors /usr/X11R6/lib/X11/icons/mytheme/
kwrite /usr/X11R6/lib/X11/icons/default/index.theme

Now edit the index.theme file to read "inherits=mytheme" instead of "inherits=whiteglass".

Save your changes and the next time you restart X, you will have a new mouse theme for all users.