就是创建两个窗口，使两个窗口内的鼠标光标设置不同，必须在鼠标从一个窗口上移动到另一个窗口时，跟踪和变换光标
#define WIN32_LEAN_AND_MEAN //just say no to MFC
#include <windows.h>
#include <windowsx.h>
#include <stdio.h>
#include<math.h>
#include "resource.h"

#define WINDOW_CLASS_NAME "WINCLASS1"


LRESULT CALLBACK WindowProc(HWND hwnd,
                            UINT msg,
                            WPARAM wparam,
                            LPARAM lparam)
{
    PAINTSTRUCT ps;
    HDC hdc;
    static int count=0;
  switch(msg)
    {
    case WM_CREATE:
        {
            count++;
            return(0);
        }break;
    case WM_PAINT:
        {
            hdc=BeginPaint(hwnd,&ps);
            EndPaint(hwnd,&ps);
            return(0);
        }break;
    case WM_DESTROY:
        {
            count--;
            if(count==0)
            PostQuitMessage(0);
            return (0);
        }break;
    default :break;
    }
  return(DefWindowProc(hwnd,msg,wparam,lparam));
}
int WINAPI WinMain(HINSTANCE hinstance,
                   HINSTANCE hprevinstance,
                   LPSTR lpcmdline,
                   int ncmdshow)
{
    WNDCLASSEX winclass,winclass2;
    HWND hwnd ,hwnd2;
    MSG msg;
   //窗口类的一些信息
    winclass.cbSize=sizeof(WNDCLASSEX);
    winclass.style =CS_DBLCLKS|CS_HREDRAW|CS_OWNDC|CS_VREDRAW;
    winclass.lpfnWndProc=WindowProc;
    winclass.cbClsExtra=0;
    winclass.cbWndExtra=0;
    winclass.hInstance =hinstance;
    winclass.hIcon=LoadIcon(NULL,MAKEINTRESOURCE(IDI_ICON1));
    winclass.hCursor =LoadCursor(NULL,MAKEINTRESOURCE(IDC_CURSOR1));
    winclass.hbrBackground =(HBRUSH)GetStockObject(BLACK_BRUSH);
    winclass.hIconSm=LoadIcon(NULL,MAKEINTRESOURCE(IDI_ICON1));
    winclass.lpszMenuName=NULL;
    winclass.lpszClassName="WINCLASS1";
    winclass.hIconSm =LoadIcon(NULL,IDI_APPLICATION);
    if(!RegisterClassEx(&winclass))
        return(0);
    if(!(hwnd=CreateWindowEx(NULL,  //创建窗口1
        WINDOW_CLASS_NAME,
        "MY_BASIC＿ＷＩＮＤＯＷ",
        WS_OVERLAPPEDWINDOW | WS_VISIBLE,
        0,0,
        400,400,
        NULL,
        NULL,
        hinstance,
        NULL)))
        return(0);
        if(!(hwnd2=CreateWindowEx(NULL,  //创建窗口2
        WINDOW_CLASS_NAME,
        "MY_BASIC＿ＷＩＮＤＯＷ2",
        WS_OVERLAPPEDWINDOW | WS_VISIBLE,
        0,0,
        400,400,
        NULL,
        NULL,
        hinstance,
        NULL)))
        return(0);
      while(TRUE)
    {
     if(PeekMessage(&msg,NULL,0,0,PM_REMOVE))
     {
         if(msg.message ==WM_QUIT)
             break;
         TranslateMessage(&msg);
         DispatchMessage(&msg);
     }
    }
    return(msg.wParam);

}
/////////////////////////////////////////
////////////////////////////////////////
已经定义了另个光标IDC_CURSOR2
  HCURSOR hcrosshair=LoadCursor(hinstance,MAKEINTRESOURCE(IDC_CURSOR2));
  SetCursor（hcrosshair);

在winmain内定义一个全局变量,然后捕获窗口的WM_MOUSEMOVE消息,交换

google了一下 WM_MOUSELEAVE
http://blog.