Good news! I had finally given up yesterday and uninstalled both XP&FX, after backing up all of my XP cursor themes. I cleaned out all traces that I could find, ran regedit, etc.. Well, I saw this article and thought I'd try again today. I have an FXPlus subscription so I got the download from support. During the first part of install it said it needed to uninstall a previous installation. Evidently I didn't get it all. After finalizing the install and NOT launching the program I went to C:\Documents and Settings\All Users\Shared Documents\Stardock\CursorFX\Themes (this is the Windows XP location). I copied all of my CXP cursor themes straight into the themes folder, did a refresh and then made sure they were there...they were. I then restarted my system and then CursorFX and every cursor was listed as they should be.
I hope this works out for more of you guys. Now if it just stays this way. Good job on the fix to the Stardock Team! Thanks.