Here's how to install your very own finger cursor.
Download finger.zip
Unzip both to c:\windows\cursors (c:\winnt\cursors in XP)
Start
Settings
Control Panel
Mouse
Pointers
Normal select
Browse
if it isn't at c:\windows\cursors\ , go there
choose finger.cur
Working in Background
choose finger.ani
Busy
choose finger.ani
Busy
To revert to normal, do the above through Normal Select and choose "Use Default"