So I went in and changed from DMZ to Whiteglass using the Path:
Control Center / Look and Feel / Appearance / Customize / Pointer / Whiteglass
What I notice in openSUSE 11.4 was that in native Gnome programs, the mouse pointer selection would stick, but when in non-native Gnome applications, such as Kaffeine, I did notice a change in the pointer shape in portions of the program. I am not sure who’s issue this might be, but one must consider if the application is native Gnome or not. If you have installed KDE, you might even run KDE Personnel Settings and select the same mouse pointer/size as in Gnome to help make this work as you want. I was able to log in and out of Gnome and I did not lose my Whiteglass mouse pointer setting.
Go To Yast -> etc sysconfig editor
search for mouse
in the result of the search, you should find something like mouse-theme. Change the value to the one you want, eg DMZ. The name has to be the same as the name of the themes folder (I believe this can be found in /usr/share/icons)
If you change gdm or kdm you have to do something similar, but don’t understand why this is needed.