Оформил: DeeCo
Автор: http://www.swissdelphicenter.ch

{1.}

 procedure TForm1.FormCreate(Sender: TObject);
 begin
   Screen.Cursors[crMyCursor] := LoadCursorFromFile('c:\mystuff\mycursor.ani');
   Cursor := crMyCursor;
 end;


 {*****************************************************************}
 {2.}
 { by Blodgett}

 Const
   CURSOR_HOURGLASS = 1;
 {...}

 procedure TForm1.LoadCursors;
 var
   h : THandle;
 begin
   if FileExists('..\Images\YourAnimagedCursor.ani') then
   begin
     h := LoadImage(0,
            '..\Images\YourAnimatedCursor.ani',
            IMAGE_CURSOR,
            0,
            0,
            LR_DEFAULTSIZE or
            LR_LOADFROMFILE);

     if h <> 0 then
       Screen.Cursors[1] := h;
   end;
 end;

 procedure TForm1.BitBtn1Click(Sender: TObject);
 var
  FCurrentCursor: Integer;
 begin
   //1st - Load Cursors Information 
  LoadCursors;
   //2nd - Set FCurrentCursor variable 
  //      to current screen cursor. 
  FCurrentCursor := Screen.Cursor;
   //3rd - Set Screen.Cursor to your CONST Value. 
  //      this is your animated cursor. 
  Screen.Cursor := CURSOR_HOURGLASS;
   //4th - Do something ... 
  sleep(2000);
   //5th - Set Screen.Cursor to original cursor. 
  Screen.Cursor := FCurrentCursor;
 end;