When the mouse is over something on the dialog

[Gintaras]

For most controls, WM_MOUSEMOVE is sent to the control, not to the dialog. Then use WM_SETCURSOR.

Call DeleteObject for each LoadPictureFile, when you already don't need it. If bitmaps are not deleted, your program will crash after some time.

Also try TrackMouseEvent function. Documented in msdn. If the same problem as with WM_MOUSEMOVE, subclass the control.