OK, after some research and modification, I found the answer :
import javax.swing.*;
import java.awt.*;
import java.awt.event.*;
import java.awt.image.*;
import java.io.*;
import javax.imageio.*;
import javax.swing.event.MouseInputAdapter;
public class Demo_Large_Custom_Cursor
{
static private MyGlassPane myGlassPane;
// Create the GUI and show it. For thread safety, this method should be invoked from the event-dispatching thread.
private static void createAndShowGUI()
{
//Create and set up the window.
JFrame frame=new JFrame("Demo_Large_Custom_Cursor");
frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
//Start creating and adding components.
JCheckBox changeButton=new JCheckBox("Custom Cursor \"visible\"");
changeButton.setSelected(false);
//Set up the content pane, where the "main GUI" lives.
Container contentPane=frame.getContentPane();
contentPane.setLayout(new FlowLayout());
contentPane.add(changeButton);
JButton Button_1=new JButton("<Html><Table Cellpadding=7><Tr><Td>A</Td><Td>B</Td></Tr><Tr><Td>C</Td><Td>D</Td></Tr></Table></Html>");
Button_1.setPreferredSize(new Dimension(80,80));
Button_1.addActionListener(new ActionListener() { public void actionPerformed(ActionEvent evt) { Out("Button 1"); } });
contentPane.add(Button_1);
JButton Button_2=new JButton("<Html><Table Cellpadding=7><Tr><Td>1</Td><Td>2</Td></Tr><Tr><Td>3</Td><Td>4</Td></Tr></Table></Html>");
Button_2.setPreferredSize(new Dimension(80,80));
Button_2.addActionListener(new ActionListener() { public void actionPerformed(ActionEvent evt) { Out("Button 2"); } });
contentPane.add(Button_2);
//Set up the menu bar, which appears above the content pane.
JMenuBar menuBar=new JMenuBar();
JMenu menu=new JMenu("Menu");
menu.add(new JMenuItem("Do nothing"));
menuBar.add(menu);
frame.setJMenuBar(menuBar);
//Set up the glass pane, which appears over both menu bar
//and content pane and is an item listener on the change
//button.
myGlassPane=new MyGlassPane(changeButton,menuBar,frame.getContentPane());
changeButton.addItemListener(myGlassPane);
frame.setGlassPane(myGlassPane);
//Show the window.
frame.setLocationRelativeTo(null);
frame.pack();
frame.setVisible(true);
}
private static void out(String message) { System.out.print(message); }
private static void Out(String message) { System.out.println(message); }
public static void main(String[] args)
{
//Schedule a job for the event-dispatching thread:
//creating and showing this application's GUI.
javax.swing.SwingUtilities.invokeLater(new Runnable()
{
public void run()
{
createAndShowGUI();
}
});
}
}
/**
We have to provide our own glass pane so that it can paint.
*/
class MyGlassPane extends JComponent implements ItemListener
{
Point point;
//React to change button clicks.
public void itemStateChanged(ItemEvent e)
{
setVisible(e.getStateChange()==ItemEvent.SELECTED);
}
protected void paintComponent(Graphics g)
{
try
{
if (point!=null)
{
// g.setColor(Color.red);
// g.fillOval(point.x-10,point.y-10,20,20);
BufferedImage image=ImageIO.read(new File("C:/Cursor_Crosshair.PNG"));
g.drawImage(image,point.x-39,point.y-39,null);
}
}
catch (Exception e) { }
}
public void setPoint(Point p)
{
point=p;
}
public MyGlassPane(AbstractButton aButton,JMenuBar menuBar,Container contentPane)
{
CBListener listener=new CBListener(aButton,menuBar,this,contentPane);
addMouseListener(listener);
addMouseMotionListener(listener);
}
}
/**
Listen for all events that our check box is likely to be interested in. Redispatch them to the check box.
*/
class CBListener extends MouseInputAdapter
{
Toolkit toolkit;
Component liveButton;
JMenuBar menuBar;
MyGlassPane glassPane;
Container contentPane;
public CBListener(Component liveButton,JMenuBar menuBar,MyGlassPane glassPane,Container contentPane)
{
toolkit=Toolkit.getDefaultToolkit();
this.liveButton=liveButton;
this.menuBar=menuBar;
this.glassPane=glassPane;
this.contentPane=contentPane;
}
public void mouseMoved(MouseEvent e)
{
// redispatchMouseEvent(e,false);
redispatchMouseEvent(e,true);
}
public void mouseDragged(MouseEvent e)
{
redispatchMouseEvent(e,false);
}
public void mouseClicked(MouseEvent e)
{
redispatchMouseEvent(e,false);
}
public void mouseEntered(MouseEvent e)
{
redispatchMouseEvent(e,false);
}
public void mouseExited(MouseEvent e)
{
redispatchMouseEvent(e,false);
}
public void mousePressed(MouseEvent e)
{
redispatchMouseEvent(e,false);
}
public void mouseReleased(MouseEvent e)
{
redispatchMouseEvent(e,true);
}
//A basic implementation of redispatching events.
private void redispatchMouseEvent(MouseEvent e,boolean repaint)
{
Point glassPanePoint=e.getPoint();
Container container=contentPane;
Point containerPoint=SwingUtilities.convertPoint(glassPane,glassPanePoint,contentPane);
if (containerPoint.y<0)
{ //we're not in the content pane
if (containerPoint.y+menuBar.getHeight()>=0)
{
//The mouse event is over the menu bar.
//Could handle specially.
}
else
{
//The mouse event is over non-system window
//decorations, such as the ones provided by
//the Java look and feel.
//Could handle specially.
}
}
else
{
//The mouse event is probably over the content pane.
//Find out exactly which component it's over.
Component component=SwingUtilities.getDeepestComponentAt(container,containerPoint.x,containerPoint.y);
// if ((component!=null) && (component.equals(liveButton)))
if ((component!=null))
{
//Forward events over the check box.
Point componentPoint=SwingUtilities.convertPoint(glassPane,glassPanePoint,component);
component.dispatchEvent(new MouseEvent(component,e.getID(),e.getWhen(),e.getModifiers(),componentPoint.x,componentPoint.y,e.getClickCount(),e.isPopupTrigger()));
}
}
//Update the glass pane if requested.
if (repaint)
{
glassPane.setPoint(glassPanePoint);
glassPane.repaint();
}
}
}
And the Cursor_Crosshair.PNG is like this :
