How Do I use colour cursors from .cur files?

I want to use color cursors in my application, Could somebody please post an example of setting the cursor in at runtime using a .cur file? I cannot seem to get the LoadCursorFromFile API call working.

I cannot do it from image editor because it only supports mono cursors and it will not let me change the cursor hotspot from 0,0.

I am using delphi 2.01