Yeah, I know that with the dx-cursor, but when the dx cursor is set to visible, there is no cursor over the window borders (it's the correct behaviour over the window content of course, but it stays the same outside of it).

And if you do not activate the dx-cursor, you see see the (windows-)mousecursor defined by mouse_pointer on the borders.

In any other application it works correct, so it's not my windows version. I know it's not a big issue, but would be cool if you could look at it.