Try this: Go to Program Files\Stardock\CursorFX and right click CursorFX control panel.exe and select properties and select compatibility tab. Set compatibility mode to Vista SP2.

If that fails:

First,back up your cursors just to be safe. Then use Revo Uninstaller  set to moderate to uninstall CFX. After it finishes scanning, delete only those things marked in bold print, then reboot and reinstall CFX. You will see by the large number of leftovers Revo finds just exactly why you can't get a clean reinstall.

 I had this same trouble with the free version many times and this is the only effective way to get a clean install that I found. Impulse or Add/remove Programs will NOT remove them. I use Revo for almost all my uninstalls, it's a great tool to have.