Use windows cursor?

Ive been looking at several demo's and apps made with TGE and TSE, and ive noticed they all use a bitmap of my windows cursor and just hiding the real cursor when i am over the window. my question is, if there is a way around this, so basically let the windows cursor go over the window so it could be seen when over the titlebar (i.e. the min/max/close buttons)

or have it shown on the titlebar and just use a bitmap cursor when inside the window (between borders and titlebar)