Odd animated cursor problem, WinXPSP2, MAME, MSTS?

[Tiger-Heli]

This is pretty weird, hopefully someone may know a fix.

I use the attached animated arrow cursor on my PC.

When I run MAME and then exit to the frontend (Emuloader), the cursor does not reappear.  I can move the mouse and see different buttons highlighted, games highlighted, etc., but no cursor.  Usually, if I click on the taskbar, or click into another app, the cursor will come back and work normally.  Sometimes it will also comeback after a short delay.

Happens with MAME from the command-line as well, so it is not FE related.  Doesn't always happen.  Seems more likely to happen the longer I have been in the MAME application.

Happens also with Microsoft Train Simulator when exiting back to Train Store (MSTS frontend) (and probably also just on exiting).

Does not seem to ever happen with office apps, so I suspect it is related to apps that either hide or change the default cursor.

Does not happen with the standard cursors, or with the animated metronome cursor that comes with XP.  I tried moving this cursor from \Windows\Cursors\Aston to Windows\Cursor, and still have problem.  (However, I didn't move the other (busy, wait, etc.) cursors over, so maybe one of them is the real problem and not this particular one).  (Or maybe having them in a subfolder of \Cursors is a problem).

I don't think I "always" had this problem.  Seems to have been for about 6-8 months now, but can't pinpoint any specific change that might have caused it.

System specs in case it helps:
WinXP SP2
AMD XP Barton 2800+
1.5 G DDR
64M FIC Radeon 9200

Any suggestions?