It seems that now I upgraded to Blender 2.74 this Mouse Cursor script no longer works. I do not know Python but I think that there would be only little changes to be done. Thanks!
from bge import logic
controller = logic.getCurrentController()
own = controller.owner
mouse = controller.sensors['mouse']
hitPosition = mouse.hitPosition
own.worldPosition.x = hitPosition.x
own.worldPosition.y = hitPosition.y