Bigtime,
I've spent some time researching this, but haven't seen any way to do it from Paradox.
Delphi does this by adding a system callback using the BDE API. Unfortunately, I don't see any support for that in Paradox itself.
It may be possible to replace the cursor resource used by Paradox with a resource editor that supports Visual C++, which Paradox 9 was written in, but I haven't investigated that angle very deeply.
Sorry, but I think you'll have to live with it. At least for now.
-- Lance