// Set up an hour-glass cursor when the cursor is over myComponent.
// You could use any of the predefined Cursors such as
// WAIT_CURSOR, HAND_CURSOR, DEFAULT_CURSOR, MOVE_CURSOR, CROSSHAIR_CURSOR.
// TEXT_CURSOR or the various resize cursors.

import java.awt.Cursor;
//...
myComponent.setCursor( Cursor.getPredefinedCursor ( Cursor.WAIT_CURSOR ) );