[Mexican Hat Edge Detect]

You have to admit, no matter how similar the two are, PhilipLB's results much crisper lines. In my opinion.

Agreed, can we get this one to replace the default one?

[Icon, Cursor, and Animated Cursor Format v3.7 (May 2010)]

I'm still sorta new at Paint.NET so please be easy on my cursors I made:

One question I have is how to I make the circle thing for Working in Background and Busy not all pixelated? I have antialiasing on.

It's not complete.

If you mean the little white halo around your cursors, then you must either fix it by hand or redraw it without anti-aliasing. I don't believe .ico's support alpha transparency, so anti-aliasing would cause that ugly halo to appear. But they are very nice icons, especially for someone who is new to Paint.net.