go to your toolbar and click on the Custom Shape Tool (or you press U on your keyboard).Photoshop already has a pre-built mouse for us to use.
make a new document at a size of 617 x 621.load it in your control panel settings > Mouse properties > Pointer.save the custom image file as a “.ico” into your OS “C:\Windows\Cursors” Folder (Or whatever you main Drive letter is).
Just for fun, create yourself a custom 3D Mouse Cursor that can be used for your UT3/UDK/UE4 ‘In-Game’ Mouse cursor, or for your desktop Cursor.