The mouse cursor (or possibly the text cursor, I'm not entirely positive which of the two this is) in X is a font, just like normal, other fonts. The font file's name is cursor.pcf, and at least on my system, it's gzipped. It was in /usr/X11R6/lib/X11/fonts/misc, and it should be in the same place on your system (hopefully). If there isn't a cursor.pcf or a cursor.pcf.gz file there, you can have mine, there isn't anything legal (AFAIK...) that would stop that.
I've zipped and attached it, so just run unzip on what you download, then copy the file to /usr/X11R6/lib/X11/fonts/misc and restart X.