don't have cursorfx but guessing its similar to cursorxp
the ani is stacked more like a gif
cursorxp uses the frames set next to each other - hence 'strip' - like animation shop when you're working on it
if cursorfx isn't that far off from xp, you should be able to rename the extension so you can see how the graphics look
with animation shop you can open the ani, select all, save frames as and export the separate frames
if you have dtx you might have aniutil (if not, do a forum search for it and you'll find a link) which you can use to put the frames together in a strip (dtx also uses strips) - the old cursorxp how to page also had a link
then again, like I said I don't have fx, so I could be way off
