Hi.
Ah sorry no it's not a normal middle button like on most mice. It's a button that is on every Lenovo Thinkpad laptop as far back as I remember. They have this trackpoint thing in the middle of the keyboard, and a middle button in between the left and right buttons. When the button is held down, the trackpoint behaves like a scroll wheel.
The Lenovo mouse software / driver temporarily changes the pointer to show that it's scrolling, then changes it 'back' when it is released. But it changes it to the standard Windows theme cursor and CursorFX doesn't pick up on the change. Moving the pointer to an area of the screen where it would change anyway (like a window border or URL) makes it update again.
It's not specific to the Lenovo software though. After I became aware of it happening, I noticed the mouse pointer can be changed by any other program, and it takes the same event to make CursorFX change it again. It looks like CursorFX only changes the pointer once and doesn't really monitor it, therefore doesn't know if another program changed it again. But when it needs to change anyway, like on a URL, CursorFX is just doing what it would normally do.
I'll try to grab a capture today, it's probably easier.