there should be an image in yout main AHII directory called pointer.bmp
if you were clearing out screenshots, and deleted all the pictures in the AHII folder it is possible the file was deleted.
to get it back you have to re-install, or have someone email you the missing file.
you can also make one, 16x16 pixel, pink is the transparent color, and the file MUST be 8bit (256) color, NOT 24bit full color