Despite the fact that it only takes like 10 lines of code, getting the DirectX cursor was a big pain. Mostly because, on the machines I've tested, the documentation is lying. If you go to the DirectX August 2005 SDK documentation, IDirect3DDevice9::ShowCursor Method, at the bottom it shows that when you call IDirect3DDevice9::ShowCursor(TRUE) to turn on the cursor, you call SetCuror(NULL) to turn off the Windows cursor. On the machines I've tested, in fullscreen and windowed, you must not call SetCursor(NULL) at all. If you do, there is no cursor at all. Is there any other way to interpret this?