Win32 Mouse problems

Hi,
I hope this isn’t too silly of a a question, but I’m developing some
game software and am in the process of building some development tools
that run on linux/win32. My problem is that when I switch from windowed
into fullscreen on win32 there is no mouse pointer shown, it works fine
on multiple linux boxes, just not on my xp box. Do I have to explicitly
define a mouse cursor?

Cheers.–
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