Firstly, I am assuming your using the crystalblue cursors from here crystalblue
Check there is a cursor.theme file in your downloaded theme.There wasn't in my download.
If not, open gedit and save this as cursor.theme in your downloaded theme's folder.
Check it is the same as your theme folder name
Install your theme in /usr/share/icons
eg Open nautilus as root...(copy and paste in the terminal)
Open another file browser window to where your downloaded theme is
gksudo nautilus /usr/share/icons
and drag and drop your theme to the /usr/share/icons window.
Open galternatives (search in dash)
sudo apt-get install galternatives
and click on x-cursor-theme in the left panel.
Cick on the add button then browse.
Use the top dropdown to navigate to the root directory (/)
Then under folders, navigate to usr/share/icons/crystalblue
and select the cursor.theme file. click ok.
Select your new theme and close.
Then change your theme as you would normally using gnome-tweak-tool(Advanced Settings) or similar.