it's possible to add a4j:support and use onstart and onstop. so the handlers will be called for any ajax request. Follow wiki "Ajax Wait loading box with modal panel" article.
sorry not a4j:support but a4j:status.
yes, I am actually using that solution from Practical RF book but that is modalPanel which is different from changing the cursor. But that (plz wait modalPanel) has been a good solution for use so far.
The only problem we've had is exceptions like not display the modalPanel for plz wait when user selects a value from HtmlSelectOneValue component and there's a a4j:support action for that component.
We only want the plz wait modalPanel to display on action button/link clicks (form submissions). thx.
so just read about how to define different statuses for different regions/components in order to defined needed status for buttons/links and the other to supports.