Properly setting cursor

[tukhes gamer]

So I have an applet I'm trying to change the cursor for. Im running mac osx and the following code changes the cursor when my mouse has hovered over the applet but when I click on the applet it changes it to the normal mouse :S HELP!

import java.applet.*;
import java.awt.*;
public class NewClass extends Applet implements Runnable{
Cursor c;

public void init(){
c = new Cursor(Cursor.CROSSHAIR_CURSOR);
this.setCursor(c);
}

public void run(){

}

}
no clue why it doesnt work