http://bugs.winehq.org/show_bug.cgi?id=15226
--- Comment #17 from Toni Spets toni.spets@iki.fi 2009-07-24 02:37:46 --- (In reply to comment #16)
Can you run this with WINEDEBUG=+cursor,+icon and post the log please?
Red Alert was a DOS game and the Windows port of it used a software cursor of it's own and hides the real system cursor completely. It has nothing to do with Windows' cursor in my opinion but will give it a spin.