By default, the Aero mouse cursor theme was left out of the server editions (2008, 2008R2 and their SBS counterparts). For those that wish to have these cursors available on their server (e.g. if you want the "full" desktop experience on a RDS/TS server), I've compiled an archive with the necessary files and registry entries. They come from a Windows 7 Pro but are usable on all server editions (2008 and up). Note that you can easily get them yourself off a Vista or Windows 7 install by copying the right files and exporting the right registry key and values.
To activate the theme, navigate to Control Panel, Mouse, tab Cursors, and select the right Aero theme.