I think you were right with the window access. I got it to work now.
I need to wrap it up now and reproduce it then I'll put a source project here
UPDATE:
Okay here is the source project:
http://emotion-pixels.com/ftp/wme_particlecursor.rarHowever I experienced performance problems (I am unsure if it's how I did it or if it's because of the particle I am using for my tests)
and of course it could need more tuning depending on what you would like to have for example a trail on your mouse.
Maybe we get this particle thing developed further, maybe not - but I think it's a nice start to have for anyone who wants this and to expand it.
Thanks to Catacomber for the very helpful assistance and trying around too
