Arrow visible near crosshair on Minecraft?

So, when I'm playing Minecraft (the demo) suddenly my cursor is visible near the crosshair.
It's really annoying and makes the game laggy.

I use IE, if that helps.

Internet Explorer is the worst thing you can use! Try Google Chrome or Firefox, they are free and actually good and fast.

If you mean the crosshair being the little plus in the center, then you probably just need to click on the screen. If this doesn't work, I have no idea. Just take into account about getting a good Internet browser.