How do I install and select cursor themes?

I'm new to this amazing OS (Ubuntu 11.10) and I've been changing a lot of things and experimenting (it's fun you know).

But I don't know how to install cursor themes. Can I install this? http://gnome-look.org/content/show.php/Aero+Mouse+Cursors+with+Drop+Shadow?content=67833

If it's possible, how do you do that?

Installing the theme is pretty simple. Simply extract the folder in the archive to ~/.icons (the ~/ represents your home folder, and .icons is a hidden directory).

Then, install Ubuntu-Tweak from here: https://launchpad.net/~tualatrix/+archive/next, and use that to change your cursor theme.