OK, download and install Application Enhancer and Mighty Mouse from
http://www.unsanity.com/open terminal and type ~/Library/PreferencePanes/Mighty\ Mouse.prefPane/Contents/Resources/MightyMouseCursorInstaller <path of mightymouse theme file>
(or the same without "~" if you chose to install mighty mouse for all users)
the cursor themes can be found at
http://rampant-mac.com/resexcellence/index.htmlhowever the site seems to be down at the moment. Mighty mouse provides a few sample cursor themes though.