Aah, my image was too big! I had assumed I could use a pretty large image (150 x 50 here) but it didn't like that. I'm ashamed this didn't occur to me.
Testing it now, whatever is responsible for rejecting the cursor size on a Windows7 build, at least on my computer, won't allow the image to be larger than 32 x 32. It doesn't have to be square, just neither dimension can be over 32.
A solution I'm considering now: just hiding the mouse and drawing a bitmap where the mouse cursor reports itself to be, image being drawn with an offset so the focus is at the mouse point.
Thanks for the brainstorm.