To Have a Custom cursor, the file must be .ani or .cur. the code u will use if u know the url is
<STYLE type=TEXT/CSS>body {CURSOR: url(
http://URL_OF_CURSOR)</style>
A good website where u can get cursors is
http://www.boomspeed.com/sfhelpers/curs/Also the code that that person of your example site used is:
<STYLE type=TEXT/CSS>body {CURSOR: url(http://bry.ca/cursor.ani)</style>