Using a .cur file and .ani for animated cursors is difficult sometimes. Sometimes the cursor is aligned so the coordinates MOUSEX() and MOUSEY() show is at the center of the cursor... other times it's the upper left corner. It just depends on how it was saved.
It may be better for you to redo that cursor as a .png instead and use CREATE ANIMATED SPRITE to make the cursor. It'll give you more options since it'll be a sprite instead of a cursor.
` Setup
sync rate 0
sync on
hide mouse
` Create an animated sprite 14 frames across 1 down
create animated sprite 1,"MouseAnimation.png",14,1,1
do
` Show the sprite at the mouse coordinates
sprite 1,mousex(),mousey(),1
` Animate the sprite frames 1 to 14 at 100 milliseconds a frame
play sprite 1,1,14,100
` Update screen
sync
loop