It's set in the WNDCLASSEX struct when a custom class is registered
(there is an example in WinAPIEx for a custom class gui: _WinAPI_RegisterClassEx.au3)
GUISetCursor/GUICtrlSetCursor change an existing control class with SetClassLongEx
GUICtrlCreateLabel("", 10, 30, 70, 30, $SS_GRAYFRAME)
$hCursor = _WinAPI_LoadCursor(0, $IDC_HAND) ;system cursors do not have to be deleted - no memory leak
_WinAPI_SetClassLongEx(GUICtrlGetHandle(-1), $GCL_HCURSOR, $hCursor);original system cursor (returned by SetClassLongEx) does not have to be deleted. (no memory leak)
;_WinAPI_DestroyCursor($hCursor)