I've always wondered in what directory the standard "link select" cursor was in Windows XP. It's NOT in "C:\Windows\Cursors", I've checked and double-checked. Even running a search for ".cur", I've returned only those cursors in that directory and no link select.
For clarification, I mean the STANDARD little hand icon when you're hovering over a link. If I know where it is, then I can re-do the link select for my Turquoise set of cursors.
The standard link and other basic cursors are not there. Instead, they are built into one of the system .dll files.
...so how can I extract it? 
You'll have to use another editor. Since embedded cursors are rare (and .ani cannot be embedded in .exe or .dll), there is no extraction function in RW Cursor Editor. Try AniFX, the feature list seems to include it.
If you want i could provide you with the standard cursors. Just PM me with the request.
Perhaps you could use one of these instead.
maybe try sib cursor editor or art cursors 