I recommend using transparent portable network graphics files for images.
Open cursorXP configuration window.
Click configure button then select a cursor to modify then click configure button on the bottom of the window.
Import a file then tell it how many frames the file is divided into.
Modify existing cursor themes to see how it all works.
If you save as a new name you will not lose the original theme you are modifying.
Press the i button to see what that does. Few people fill this out.
This is one way to start to understand how it all works.
