http://bugs.winehq.org/show_bug.cgi?id=34474
--- Comment #7 from Ken Thomases ken@codeweavers.com 2013-11-12 00:04:00 CST --- There are several issues going on that I can reproduce with the demo you linked.
First, you need to install native DirectPlay (dplay) to work around a problem where an address range that built-in dplay needs for itself has already been used by something else. I ended up installing all of DirectX 9, so it's possible that it needs more than dplay and I wouldn't have noticed.
With ddr=gdi, I am seeing the black screen (which you filed as bug 34878). I didn't investigate this.
Without ddr=gdi, you run into bug 34166. You can work around that for the Mac driver using a patch on that bug.
After I did that, the cursor seemed OK to me with current Wine. However, I wasn't able to compare it to the X11 driver. The workaround for bug 34166 only applies to the Mac driver.