Your mouse pointer (cursor) is just another element on a web page. You can control many aspects of how it looks in response to different events on your web page.
Let's say you have a form that takes a few seconds to process and you want to let your users know not to keep clicking the "submit" button. You can very simply add the following to the <FORM> HTML tag:
Be aware that this will not work on older versions of browsers - your mileage may vary, see dealer for details. But the nice thing is that with a single line you can tell your users that something is happening.