whenever i go to save a cursor, it says that an error occured and something about access rights
I guess you are using Vista. There you do not have by default rights to save outside of your own profile. Save the cursor into your Documents folder and you'll be OK.
kub you need to save it to a different file becuase i have vista and all i needed to do is save it to a different file
Find out how Vista icons differ from XP icons.See how RealWorld Icon Editor handles Vista icons.