I am just about to learning C# and I am trying to find out how to set up hourglass. Please Help me!

Cursor StoredCursor = this.Cursor ; //store your current Cursor
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this.Cursor = Cursors.WaitCursor ; //HourGlass is ON and default Cursor is OFF
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this.Cursor = StoredCursor;//default Cursor is ON and HourGlass is OFF

To set cursor on application level, use Cursor.Current property, see example C# Hourglass Cursor.