[System.Runtime.InteropServices.DllImport("user32.dll")]
static extern bool SetSystemCursor(IntPtr hcur, uint id);
 
const int  IDC_WAIT = 32514; //Waitcursor
const uint OCR_NORMAL = 32512;
 
[System.Runtime.InteropServices.DllImport("user32.dll")]
static extern IntPtr LoadCursor(IntPtr hInstance, int lpCursorName);

private void Set_SystemCursor()
  {
       IntPtr hcursor = LoadCursor(IntPtr.Zero, IDC_WAIT);
       bool ret_val = SetSystemCursor(hcursor, OCR_NORMAL);
  }