today i download a skin,the name is call "Blue Crystal Cursor"
but i don't how to setup,i hope somebody can help me please!!

this is the link
http://en.crystalxp.net/gallery/skins1.php

You need to download CursorXP. It is program to change cursors skins. You can download it here CursorXP

This is a site of CursorXP by Stardock http://www.stardock.com/products/cursorxp/

You download install CursorXP then double click on Crystal Cursor it is  theme for CursorXP, Or go to the control panel->mouse->cursorxp->and change the theme to the crystal cursor.
It is all
I hope you understand how its work