Now, go back to your original movie, at the "Frame Actions" window (if not open, right-click on the first frame of your movie, and select "Actions"). There is your "Mouse.hide()" action. You'll add another action.
Click on the "+" button, select Actions, then startDrag (see image).
This action startDrag is exactly the same "Star Drag" you would expect to find at Flash 4. What we will do is tell Flash to make this movie you just created to follow the mouse cursor - therefore, acting as the mouse cursor itself, as the original one is hidden.
Tutorials » 
Changing the Mouse Cursor with Flash 5
