Cursor changing

Question

C#:
How can I make the mouse cursor change to a picture I've created (.cur)?
I tried to replace the picture in bin/debug, but it does't look like the picture is found by the following code lines:
Cursor cur = new Cursor(cursorName.cur);
this.Cursor = cur;
or- Cursor.Current = cursorName.cur;
Quick respone would be appreciated,
Thanks in advanced...