On Windows (Vista 64bit), you can find several hand icons in native cursor format CUR
in the directory C:\Windows\Cursors
{hand1, hand2, hand3, hand4, hand5} = {Import["C:\\Windows\\Cursors\\hmove.cur"][[1]],
Import["C:\\Windows\\Cursors\\hnwse.cur"][[1]],
Import["C:\\Windows\\Cursors\\harrow.cur"][[1]],
Import["C:\\Windows\\Cursors\\hcross.cur"][[1]],
Import["C:\\Windows\\Cursors\\hnodrop.cur"][[1]]}

MouseAppearance[Plot[Sin[x], {x, 0, 5}], hand2]

Update: Mathematica cell expressions for the cursor graphics:
hand1:
Cell[BoxData[ GraphicsBox[
TagBox[RasterBox[CompressedData["
1:eJxTTMoPSmNiYGAo5gASQYnljkVFiZXBLECOU2VJahIzkKEAxSDB////j+JR
PIrJwA0NDf9BeCDshGTd//8PHDgAZtPDLVDz4XbiYQ+o/bQIC2xhTq+wANmN
bjYsLECAQLhQJczBBkHNxgewuIVq9iOzCQFa2E8KGLWfuul/oOweDPaT6oaB
tJ+WdQAxbqBXHTQQdg8G+xkYQPUgpC7EhWlr938obsCDaeOGUftHtv3DEQMA
AMvl3Q==
"], {{0, 32}, {32, 0}}, {0, 255},
ColorFunction -> RGBColor],
BoxForm`ImageTag["Byte", ColorSpace -> "RGB",
Interleaving -> True],
Selectable -> False],
BaseStyle -> "ImageGraphics",
ImageSizeRaw -> {32, 32},
PlotRange -> {{0, 32}, {0, 32}}]], "Output"] // CellPrint
hand2:
Cell[BoxData[
GraphicsBox[
TagBox[RasterBox[CompressedData["
1:eJztlVEKwjAMhof64DH0KHqEeYIN9HUwBdlbj9abxY4aLDFddaSRFQv/2nXQ
7wtr6b7t6suqqqrr1j3q5n7o+2Y4bdzLcbid27Ub7J4ZJwHgn4XEGANc/G/M
zw6btRa54VilZoabxYHWnKhd1AHrxLU/ccBewgFrD9ekPpRLe0n+1LeS+ZwD
x4/sDbG9P64ZnkGc45rUOYidv1QrhT/XoST+HAfNu0CL/41D7vs41Zj7Qs3B
Mw2JjgPP1nGYZvtI89HBs0GdjXnxeYec7Hc+qLJ5PqixYw6abOrwC/ZS8wD+
AMqd
"], {{0, 32}, {32, 0}}, {0, 255},
ColorFunction -> RGBColor],
BoxForm`ImageTag["Byte", ColorSpace -> "RGB",
Interleaving -> True],
Selectable -> False],
BaseStyle -> "ImageGraphics",
ImageSizeRaw -> {32, 32},
PlotRange -> {{0, 32}, {0, 32}}]], "Output"] // CellPrint
hand3:
Cell[BoxData[
GraphicsBox[
TagBox[RasterBox[CompressedData["
1:eJxTTMoPSmNiYGAo5gASQYnljkVFiZXBLECOU2VJahIzkKEAxSDB////Dync
0NDwH4QHym4QOHDgwH9I0I3aP5Ltp3daxOJ/uroFn/30iBdi7ac0LGD60f1C
gv8pCgtc6RwmDgLY2NSMC2xuQLYTF6BWHkW2C2YWzG/EAGqkRXQ3gPBA2U8q
oFZeJNcNA2k/tcshUt0w3OwnxQ20rAOIcQO96qCBsHsw2M/AAKoXG+DlMTZM
W7v/Q3EDHkwbN4zaP7LtH44YAM543sY=
"], {{0, 32}, {32, 0}}, {0, 255},
ColorFunction -> RGBColor],
BoxForm`ImageTag["Byte", ColorSpace -> "RGB",
Interleaving -> True],
Selectable -> False],
BaseStyle -> "ImageGraphics",
ImageSizeRaw -> {32, 32},
PlotRange -> {{0, 32}, {0, 32}}]], "Output"] // CellPrint
hand4:
Cell[BoxData[
GraphicsBox[
TagBox[RasterBox[CompressedData["
1:eJztlUEOgjAQRSfqwmPoUfQIeAJIdGuCJoZdj9abja0yOph2WrBUFyV5pDQw
708KZducq9MCAC5rc6rq265t6+6wMhf77npslmaw6bGTiFgoFArRKKUwlin1
QdiX+pqDQ2uNz0e84yR+l3uODC4/d1NNix2nzsD9SgFayEW1aJ5D94zNIByv
26hf6ZdFrsD6jOqfe3n/Pvh6pPBL60/fGM+Ww8/rhfpO5fdlCPU9xS8h7QEx
fgD1IHcG7s6dweVOlcEivQeS+1s/4doD3uuNs7rlPMjI4x5mQGeGud1+P2Zx
+zLkdH9m+IW78P/cAe6De2M=
"], {{0, 32}, {32, 0}}, {0, 255},
ColorFunction -> RGBColor],
BoxForm`ImageTag["Byte", ColorSpace -> "RGB",
Interleaving -> True],
Selectable -> False],
BaseStyle -> "ImageGraphics",
ImageSizeRaw -> {32, 32},
PlotRange -> {{0, 32}, {0, 32}}]], "Output"] // CellPrint
hand5:
Cell[BoxData[
GraphicsBox[
TagBox[RasterBox[CompressedData["
1:eJxTTMoPSmNiYGAo5gASQYnljkVFiZXBLECOU2VJahIzkKEAxSDB////Dync
0NDwH4QHym4QOHDgwH9I0I3aP5Ltp3daxOJ/uroFn/30iBdi7ac0LGD60f1C
gv8pCgtc6RwmDgLY2NSMC2xuQLYTF6BWHkW2C2YWzG9gAGIjYzRAjbSI7gYQ
htkNZ0Pl0N1AbfuR/Y3LPmQxauVFDDegxwEOObrYj8M91C6HUNyAFvcoYvSw
H4sbaBX3hNyALf/Rsg4gpvyhVx00EHYPBvsZGED1YgO8PMaGaWs3LMk14MG0
ccOo/SPb/uGIAbULqQ4=
"], {{0, 32}, {32, 0}}, {0, 255},
ColorFunction -> RGBColor],
BoxForm`ImageTag["Byte", ColorSpace -> "RGB",
Interleaving -> True],
Selectable -> False],
BaseStyle -> "ImageGraphics",
ImageSizeRaw -> {32, 32},
PlotRange -> {{0, 32}, {0, 32}}]], "Output"] // CellPrint
PlotExplorer
accordingly and removed my above comment. Just for the record. Thanks for the upvote though :) $\endgroup$ – István Zachar Feb 11 '13 at 10:50