Select Cursor

I'm trying to find a way to change what cursor is currently being displayed as the User's cursor while in an area of the window. For example:

User goes over text field, pointer changes from standard to the I thing.
User goes over button, pointer changes from whatever it was to Finger Pointing.

How do I do that? I use SFML (because it's easy for nubs like me), is there any tricks with that?
Process WM_MOUSEMOVE message and use SetCursor() winapi function to set the cursor. To find button coordonates use GetClientRect().
See MSDN documentation for more information.
Thanks modoran, I just had no idea where to start =P
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