Unfortunately the LinkLabel class is hard-coded to use Cursors.Hand as the hover cursor.
However, you can work around it by adding a class like this to your project:
public class MyLinkLabel : LinkLabel
{
protected override void OnMouseEnter(EventArgs e)
{
base.OnMouseEnter(e);
OverrideCursor = Cursors.Cross;
}
protected override void OnMouseLeave(EventArgs e)
{
base.OnMouseLeave(e);
OverrideCursor = null;
}
protected override void OnMouseMove(MouseEventArgs e)
{
base.OnMouseMove(e);
OverrideCursor = Cursors.Cross;
}
}
and using that instead of LinkLabel on your form. (This sets the cursor to a cross for testing purposes, but you can change it to whatever you want.)
I should say that the real LinkLabel code has much more complex logic to do with changing the cursor according to whether or not the link is enabled, but you might not care about that.