You would need to do a raycast between the observer (your PoV) and mouse and detect if that line collides with the object. Now that you caught the event you will have to go into the mouse properties and change the settings there.

This is not the easiest thing to do, do not misunderstand, it is most certainly possible. But I have no idea of 1: what your objective is. So I can not give much alternatives. I am not sure you are able to use this solution at all, so I will not spend a huge amount of time coding some sample which could just be ending up as useless.

So I would request specifying your question, or simply use the first suggestion or that of any other answer that pops up here :)

like this:

var myCursor:Texture2D;
var cursorSizeX: int = 32;  // set to width of your cursor texture
var cursorSizeY: int = 32;  // set to height of your cursor texture
var condition = true;

function OnMouseEnter(){
    condition = false;
    Screen.showCursor = false;
}

function OnMouseExit(){
    condition = true;
    Screen.showCursor = true;
}

function OnGUI(){
    if(!condition){
       GUI.DrawTexture (Rect(Input.mousePosition.x-cursorSizeX/2 + cursorSizeX/2, (Screen.height-Input.mousePosition.y)-cursorSizeY/2 + cursorSizeY/2, cursorSizeX, cursorSizeY),myCursor);
    }
}

bye!

or ... like this :)

http://answers.unity3d.com/questions/202235/mousecursorarrow-and-mousecursorlink.html#answer-202242

Nice, but i dont want change texture scale.