Most likely this is what they were using:
XI View V2.0
It replaces a lot of icons besides the cursor however, which you may or may not want (though many people prefer the updated ones-- check the examples to see if you agree). As mentioned above, it will require replacing some folders, but it's not too complicated if you follow the instructions. If you want to isolate and only replace the cursor, someone in the linked thread might be able to help you (you'll need the exact DAT number and folder of the cursor which I don't know).