Right... Don't shoot. :)
I have a Toshiba Libretto 110CT which is my retro gaming station (Pentium 233MHz w/ 64MB RAM, NeoMagic MagicGraph 128XD).
It runs Win98SE fully updated thanks to windowsupdaterestored.com, including DirectX 9.0.
Now I've got the original WC Prophecy on eBay (3 CDs) and...
Installed the GOG version, then followed the Install enhancements guide on pcgamingwiki.
This happens only with dvd movies or the new hd movie pack. If i simply rename the 'movie' folder without changing anything else, so as to play the original quality movies, I will not have any mouse cursor...