I haven't used CursorXp for a while, so I'm going on memory here (spooky thought). But isn't there an option for a "clicked state" in the configuration dialog? Maybe the problem is with that. You didn't say if this happened with all themes, or just the one you're currently using. If it's only the one you're using, could be it was configured like that, when created. At least it's something to check while you're waiting for an answer from someone who knows what they're talking about.