Unable to load cursor in MFC CView class

I am trying to change the cursor when panning.  I have created member variables for the cursors:

                     HCURSOR                  m_hArrowCursor;
                     HCURSOR                  m_hPanCursor;

I initialize the variables in PreCreateWindow:

      m_hArrowCursor = AfxGetApp()->LoadCursor(IDC_ARROW);
      m_hPanCursor = AfxGetApp()->LoadCursor(IDC_SIZEALL);

When I need to change the cursor I set a bit in a unsigned int variable m_iCursorState
I have overridden the OnSetCursor function:

BOOL CMyView::OnSetCursor(CWnd* pWnd, UINT nHitTest, UINT message)
{
      if (m_iCursorState & PAN_CURSOR)
      {
            ::SetCursor(m_hPanCursor);
            return true;
      }
      else if (m_iCursorState & ARROW_CURSOR)
      {
            ::SetCursor(m_hArrowCursor);
            return true;
      }

      return CView::OnSetCursor(pWnd, nHitTest, message);
}

The code compiles fine but I get no cursor when the mouse is in the client area.  If I check the value of the cursor handle variables, they are all zeros.  Is there something special required to get access to the standard cursors?

Thanks for your help,
David