DXUT.cpp function DXUTSetD3D9DeviceCursor() calls SetCursorProperties() with a surface
that's created based on the size of the current cursor bitmap. SetCursorProperties()
requires a power of 2 for the surface dimensions, or it will return a 2156 error.
On my Win 7 machine, I used Control Panel\Appearance and Personalization\Display
to set "Larger - 150%" setting. This caused the cursor bitmap to be 48x48. In the
end, the cursor just disappears. I tried a simple fix that rounds the size up to
the next power of 2, and it worked, so I hope the keepers of direct3d can check
all usage of SetCursorProperties() in DXUT/samples and correct for this occurrence.