Finding what works in browsers is a pain.
The code below works in Chrome, IE, and Firefox. IE loves .cur files, Chrome loves the built-in png, and some browsers actually don't respect any :)
#div {
cursor: url('data:image/png;base64,iVBORw0KGgoAAAANSUhEUgAAAAEAAAABCAYAAAAfFcSJAAAAAXNSR0IArs4c6QAAAARnQU1BAACxjwv8YQUAAAAJcEhZcwAADsMAAA7DAcdvqGQAAAAZdEVYdFNvZnR3YXJlAFBhaW50Lk5FVCB2My41LjbQg61aAAAADUlEQVQYV2P4//8/IwAI/QL/+TZZdwAAAABJRU5ErkJggg=='),
url(images/blank.cur),
none !important;
}