Simply use the cursor property on hover.
a:hover {
cursor: pointer;
}
You can see the available cursor values here.
Example http://jsfiddle.net/8nyEE/
<a class="hand">link with hand cursor</a>
<br/><br/>
<a class="nohand">link with default cursor</a>
a {color: blue;}
.hand:hover {
cursor: pointer;
}
.nohand:hover {
cursor: default;
}