My first contribution ever to kde-look.org.
Note that these cursor themes use symlinks for some cursors in order to reduce the size of the theme, and because hey, why duplicate data? If you have a problem where only 1 or 2 cursors show up in the theme, then somehow, the extraction didn't work properly. I would suggest doing something like:
tar zxvf /path/to/theme.tar.gz
That will preserve the symlinks properly.
Also, I am aware of and understand the desire to shun anything Microsoft. I look at it like this:
* Just because Microsoft sucks doesn't mean they can't make good mouse cursors.
* It's fun to know that you can make your FOSS system look like something that people pay $150 for.
* Anything that makes new Linux people feel more comfortable with it is good.
Script to Convert CursorXP themes to X11 is available: