This function may not solve your problems when trying to load animated or colored cursors stored as embedded resources. I've wasted hours trying to get it to work to no avail. The LoadCursorFromFile method however works perfectly, so you might want to extract your cursor resource to a temp file and use the P/Invoke for that function.
Tips & Tricks:
If you specify the hInstance as IntPtr.Zero, then you can specify one of the constants in IDC_ as the CursorName to utilize system defined cursors.
An IntPtr is a pointer to a memory location (unmanaged) that adapts to the platform it is running on (64-bit, etc.) UNLIKE a standard int/Integer. You should always use this type for unmanaged calls that require it, even though an int will appear to work on your development machine.