dude when you downlo9ad them save them instead of opening them. Then just put them on your desk top. Right click on your desk top and click personalize [for vista users] then click on mouse and pointers click browse on the bottom right hand corner and then drag the cursors you just downloaded from here that are on your desk top into it with all the other cursors and there you go.
2 brand new halo cursors;
it needs no introduction check the halo one for some bonus cursors