setCursor

I want to set System Custom Cursor on applet. I use code 4 this as:
code-->

btn_arrowDown=new JLabel(new ImageIcon("images/arrows_shrt_D_normal.gif"));
try{
btn_arrowDown.setCursor(Cursor.getSystemCustomCursor("images/larrow.cur"));
}catch(Exception e){}

here larrow.cur is cursor name and palace in image folder.
this method return null.

Please give any suggestion.