I think he wants a picture to appear when he clicks.
This is not possible in Windows. Get Stardock CursorXP and you should have a lot more options, including having a different cursor when the mouse is clicked. CursorXP is raster-based, so there's no limit on the size of your cursor. Just make a raster image (PNG, not RRI) and set it as the clicked state. Or you can use and ANI file (Animated cursor) to make an animation come when you click.