Hmmm...
Java doesn't support this behavior directly, as far as I know... but I think you could do it yourself. All you would have to do is set the "real" cursor to an invisible cursor, and draw the crosshairs on the frame yourself using XOR mode ( the Java Graphics object supports this... ), using a mouseListener to get the x and y coordinates of where it should be drawn.
Here's some code I was
testing this concept on... hope it helps you out some...
( Note: "NoCursor.gif" is just a 16 x 16 transparent gif. )
-Nate
[This message has been edited by Nathan Pruett (edited June 28, 2001).]