MyCursor not changing for drag and drop

[Jose C]

I got the following section of code from:
http://msdn.microsoft.com/library/de...url=/library/e
nus/cpref/html/frlrfsystemwindowsformscontrolclassdodragdro
ptopic.asp

Private Sub ListDragSource_GiveFeedback(ByVal sender As
Object, ByVal e As GiveFeedbackEventArgs) Handles
ListDragSource.GiveFeedback

If (UseCustomCursorsCheck.Checked) Then
e.UseDefaultCursors = False
If ((e.Effect And DragDropEffects.Move)
=DragDropEffects.Move) Then
Cursor.Current = MyNormalCursor
Else
Cursor.Current = MyNoDropCursor
End If
End If
End Sub

The problem is (which I am also having in my project) is
that the Cursor.Current = MyNoDropCursor does not happen.
The cursor while in the object that I am dragging from
does not change to what I want. It uses Cursor.No, which
seems to be the default when AllowDrop = False. Can anyone
let me know if this is a bug or am I doing something wrong.

Note:
As in the example from the website, the object which I
drag from has the AllowDrop=False. If I set it to true
then the cursor changes to MyNoDropCursor. But I do not
want to drop anything on the object.