I'm using classic session in Natty, however the mouse pointer shape seems took effects only in client area in windows. Here client area I mean something like editing viewport in editor app, or paintable canvas in painter app.
For example, I choose whiteglass pointer with Size Large, in Appearance/Customize/Pointer. Then, when my mouse is within the editing area in geditor, the pointer is a large whiteglass, but when I move to the titlebar, the pointer is back to the default.