That problem is pretty easy to fix,
1. Creat a desktop shortcut for the game
2. Right click it and go to properties
3. In the target name it should something like "x:\Where ever you saved the game\Darklord.exe"
4. At the end of that put /WINCURSOR
5. It should look like this "x:\Program Files\Where ever you saved the game\Darklord.exe" /WINCURSOR
And everything will run nicely now, enjoy.