void set_mouse_cursor_bitmap(int cursor, BITMAP *bmp);
The cursor argument can be one of:
MOUSE_CURSOR_ALLEGRO MOUSE_CURSOR_ARROW MOUSE_CURSOR_BUSY MOUSE_CURSOR_QUESTION MOUSE_CURSOR_EDIT
but not MOUSE_CURSOR_NONE.
The bmp argument can either point to a valid bitmap or it can be NULL. Passing a bitmap makes Allegro use that image in place of its own default substitution (should the operating system's native cursor be unavailable). The bitmap must remain available for the duration in which it could be used. Passing NULL lets Allegro revert to its default substitutions.
The effect of this function will not be apparent until show_mouse() is called.