How do I create a custom mouse pointer for a website? -

I saw some websites with the custom mouse pointer instead of the normal "operating system" cursor. I know this is done very easily in flash and so on; But I am not talking about those websites.

Is it really difficult to create custom mouse pointer for a normal webpage? I can not remember good websites, but it's a custom, though its a beautiful grave, but I'm very interested to know what to do to get custom mouse pointer.

Link:

You can see how the mouse changes .. Can anyone tell me in the right direction?

Thank you!

You can try some way with CSS

  Body {cursor: url (mycursor.cur); }