having trouble with cursor help please i know i suck

the cursor just downloaded is called X-Alien 3D.CurXPTheme and it didnt have a .exe or wutever wut do i do? i put .exe on the end and .cur but it wont work:-|| help please
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You need the CursorXP program to use it. You can download it here. There's both a free version and a premium one with some extra features.