I've just installed Visual pinball in my cab (8.1). I have a couple of problems I cant find the answer to.
I'll be you went to the "official" visual pinball website right? That thing has been dead for years. The most current version of vp is 9.12. The difference between 8 and 9 and the tables made in 8 and 9 is like night and day. All of the problems you just mentioned will go away if you upgrade to 9. The vp 9 megapins, for example, have a checkbox that you can click to quit asking you which rom to use.

Go to vpforums.org and get setup there.
As for the mouse pointer, my wrapper or any of the vp wrappers/launchers will take care of that, but once you press a key it goes away anyway.