They look very cool! A nice twist to the standard Windows Cursors. I bet, actually, that this cursor editing program was created BECAUSE someone hated the Windows cursors/wanted more 'freedom.'
If you have a problem with the file extension, such as it saying "File", then do this:
1. Right Click the affected file.
2. Click "Rename"
3. Name it whatever you want, but be sure to add .cur at the end or .ani if it's an animated cursor.