WinXP animated cursors

I have WinXP Pro with SP2 and I've been using an animated cursor (.ani) for a long time, and the problem is that it has never been animated at all (I mean the system doesn't render it as such, it only displays one frame of the animation as if it was a normal cursor). Sometimes it works (mostly after booting up I think), but the animation always stops eventually.

Does anyone know why this happens and what can be done about it? It's not a big deal, but I'd like to find out what's going on out of curiosity at least. I looked this up on Google but couldn't find anything.
Thanks.

 

Try cursorxp.
http://www.stardock.com/products/cursorxp/downloads.asp

 

Have you tried other animated cursors to see if they function properly?