I am now trying to delete cross and white cursor in C:\Windows\Cursorsbut it says access denied, if i manage to force delete/replacethey should not appear anymore
As an old business partner of mine would say when someone proposes a nonsensical solution: "That's insane!"
I have this behaviour sometimes in a couple of games when I switch between the game and the desktop too fast / too often, but usually this is fixed when properly maximising the game window again. Are you sure this is only happening in UT?
Or install Linux. Much as I like Linux, good luck getting acceptible sound or printers working!