Here is a How to guide for the creation of cursors and icons. A Pokebuddies FAQ will be forthcoming as that'll take longer to explain.
1.) What are cursors? How do I change them?
Cursors are divided into static and animated varieties. Static cursors are like the pointer for the mouse that you're using right now. That file is called a (.cur) file. Working or Busy in Background cursors are animated cursors usually with a file called (.ani)
You can change them through the windows Control Panel's mouse icon and click the pointer tab. Once there, you can change the cursors for working in background, busy or the pointer by browsing any folder. Usually it's C:Windows/Cursors
2.) Cool, LX. How do I make them?
You use a cursor editor program such as this:
Microangelo : http://www.impactsoft.com/
Once you open the program, you see a grid, color table and a preview window usually. The large grid operates on a 32 by 32 pixel size. You see a lot when you're working and see the results in the preview. Once you finish, you can save the picture as a single icon (.ico) or a gif.
If you want to turn it into a cursor, you save it as a .cur file. For animations, you simply draw in the animator and add frames and move the picture around to animate it. Once you finish, save it as a .ani file.
3.) Can you turn animations into animated gifs?
You sure can! If you take each frame and copy them into a gif animator, you can turn something like this: into a cubone tossing his bone in the air.
If you have more questions, please ask and I'll be glad to answer.