HI,I have an another problem: i'm trying to modify the cursor in nehe tutorial 32,but i encounter a proble: If I modify the existing image,it will show up only the middle point and the circle from the original cursor.If i create a new one in photoshop with black background,it will show also the background.How can create a good cursor then?

The amount of transparency is defined by an "alpha channel". The image has 4 channels Reg, Green, Blue and Alpha. So, you need to edit also the alpha channel.
Create a Transparent Image with Alpha Channel - Tutorial