Hola, o buscas un icono de una mano o usas el que trae el mismo visual basic, esta en la carpeta de instalación, no es lindo....o sea no es el de windows...para usar el de windows debes usar api's...aca te paso un ejemplo simple:
Código vb:
Ver originalOption Explicit
Private Declare Function LoadCursor Lib "user32" Alias "LoadCursorA" (ByVal hInstance As Long, ByVal lpCursorName As Long) As Long
Private Declare Function SetCursor Lib "user32" (ByVal hCursor As Long) As Long
Private Const IDC_HAND = 32649&
Private Const IDC_ARROW = 32512&
Private Sub Command1_MouseDown(Button As Integer, Shift As Integer, X As Single, Y As Single)
SetCursor LoadCursor(0, IDC_HAND)
End Sub
Private Sub Command1_MouseMove(Button As Integer, Shift As Integer, X As Single, Y As Single)
SetCursor LoadCursor(0, IDC_HAND)
End Sub
Private Sub Form_MouseMove(Button As Integer, Shift As Integer, X As Single, Y As Single)
SetCursor LoadCursor(0, IDC_ARROW)
End Sub
saludos.