I have Windows 8.1 64bits and this is how I got CursorFX properly installed.
Get Stardock Central, that is a direct updating program you have to install (free) and register with Stardock.
Do not install the free version of CursorFX but get CursorFX Plus, Version 2.11 and install straight form Central. That works fine, and like I already stated, sounds cannot be heard in Browser Windows, but you get the sounds of your choice when clicking on the desktop and Windows Explorer. Click Sounds are a feature of Plus. Also get fancy cursors from WinCustomize (the ones of neone6 are exceptionally flashy, and there are plenty of more good cursor sets you can download for free), adjust shadows, turn left handed pointing to the right, get effects and trails, it's all very wonderful. You never want to miss that application ever again.
Now let us know how you'll go from here.