Bugger cursor

Hi. I've already created thread about this in Graphics programing ( http://www.codeguru.com/forum/showthread.php?t=520054 ) but then i figured out that this might be not only OpenGL problem. So after i create window (like this http://nehe.gamedev.net/tutorial/cre...in32%29/13001/ ) cursor turns into beam (blue circle wich appears when cpu is busy) and it only turns into arrow if i move cursor off window and then move it back to the window. Moving it programically didn't solve the problem, cursor still turns into beam when i return it to window. I tried everything i could to make cursor become arrow as soon as window starts, but nothing helped so i hope you can help me :)
Thanks in advance,
Fire_

P.S i'm modified NeHe code a little bit and put window creation into class, wich i put into .dll. I don't know if that changes anythig but i thought i should write that.