I am using SetCursor to set the system cursor to my own image. The code looks something like this:

// member on some class
HCURSOR _cursor;

// at init time
_cursor = LoadCursorFromFile("somefilename.cur");

// in some function
SetCursor(_cursor);

When I do this the cursor does change, but on the first mouse move message it changes back to the default system arrow cursor. This is the only code in the project that is setting the cursor. What do I need to do to make the cursor stay the way I set it?