wait cursor

I have a straight Win32 API app (no MFC), and I want to display the wait (hourglass) cursor while certain procedures run because they take a while. I tried something like this:

Code:

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SetCursor( LoadCursor( NULL, IDC_WAIT));
// my function
// ...
SetCursor( LoadCursor( NULL, IDC_ARROW));

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but even though the "my function" section takes several seconds to execute, I never saw the cursor change. My window definition looks like this:

Code:

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        WNDCLASSEX wcex;

        wcex.cbSize = sizeof(WNDCLASSEX);

        wcex.style                        = CS_HREDRAW | CS_VREDRAW;
        wcex.lpfnWndProc        = (WNDPROC)WndProc;
        wcex.cbClsExtra                = 0;
        wcex.cbWndExtra                = 0;
        wcex.hInstance                = hInstance;
        wcex.hIcon                = (HICON)LoadImage(GetModuleHandle(NULL), MAKEINTRESOURCE(IDI_SWITCHCONF32),
                        IMAGE_ICON, 32, 32, 0);
        wcex.hCursor                = LoadCursor(NULL, IDC_ARROW);
        wcex.hbrBackground        = (HBRUSH)(COLOR_WINDOW+1);
        wcex.lpszMenuName        = (LPCTSTR)IDC_SWITCHCONF;
        wcex.lpszClassName        = szWindowClass;
        wcex.hIconSm                = (HICON)LoadImage(GetModuleHandle(NULL), MAKEINTRESOURCE(IDI_SWITCHCONF16),
                        IMAGE_ICON, 16, 16, 0);

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Am I doing something inherently wrong with these calls, or is this problem more complicated than that?

The Old New Thing: The effect of SetCursor lasts only until the next SetCursor

Thank you, that worked well when the mouse is over one of my application's windows. However, is there a way that I can force the mouse cursor to be IDC_WAIT even when it is over the desktop or another window? My program has a main window which is just a menu bar at the top of the screen and then has several dialogs that appear based on selections made in the menu. I'd liketo display a wait cursor as these are loaded (there is background processing that happens before they appear).