Hello Wim,
The cursors that you can set with the SetMouseCursor function are the ones that ship by standard with CVI.
You can however change it into anything that you would like but you need to use the Windows SDK functions to do so. The article in the link below describes how to implement Windows SDK into Labwindows/CVI.
http://digital.ni.com/public.nsf/websearch/4D03093F2079ABDD86256969006E9ECC?OpenDocument
Below are the functions that you will eventually need to implement. They allow you to load a random cursor file and set your cursor to take that form. The cursors that you plan on using are probably already on your PC ( *.cur files).
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/winui/winui/windowsuserinterface/resources/cursors.asp
Good Luck,
Wouter Van Hoof
National Instruments