Help, I can't download my cursors!

I know you can save the cursor you made in the RealWorld editor, but how do you set it as your cursor? I've been able to set my mouse cursor using the in-browser demo, and it has a download button. All the editor itself has is a save button. After saving, I tried moving it to my downloads folder, but it didn't show up in the mouse pointer options. What am I doing wrong?