Darn, I've done this on hundreds of computers. never had it do this!!!
Did you do this???

When your finished applying all the new cursors, you can save this as your custom Scheme.
9) To save as a custom scheme, click on the "Save As" button (located below the Scheme dropdown box).
10) A "Save Scheme" window will pop up. In the "Save this cursor scheme as" box, type in the name that you want to save your new custom scheme as. I typed in "Windows LongEZ".
11) Click OK, your scheme is now safely stored away.
Waiter