diff --git a/interface/wx/gdicmn.h b/interface/wx/gdicmn.h
index e8ae5f3451..2c5d6a7994 100644
--- a/interface/wx/gdicmn.h
+++ b/interface/wx/gdicmn.h
@@ -58,7 +58,14 @@ enum wxPolygonFillMode
 };
 
 /**
-    Standard cursors. See wxCursor.
+    Standard cursors.
+
+    Notice that under wxMSW some of these cursors are defined in @c wx.rc file
+    and not by the system itself so you should include this file from your own
+    resource file (possibly creating a trivial resource file just containing a
+    single include line if you don't need it otherwise) to be able to use them.
+
+    See wxCursor.
 */
 enum wxStockCursor
 {
diff --git a/src/msw/cursor.cpp b/src/msw/cursor.cpp
index fbcf62dd75..dec1344042 100644
--- a/src/msw/cursor.cpp
+++ b/src/msw/cursor.cpp
@@ -349,6 +349,15 @@ void wxCursor::InitFromStock(wxStockCursor idCursor)
 
     if ( !hcursor )
     {
+        if ( !stdCursor.isStd )
+        {
+            // it may be not obvious to the programmer why did loading fail,
+            // try to help by pointing to the by far the most probable reason
+            wxFAIL_MSG(wxT("Loading a cursor defined by wxWidgets failed, ")
+                       wxT("did you include include/wx/msw/wx.rc file from ")
+                       wxT("your resource file?"));
+        }
+
         wxLogLastError(wxT("LoadCursor"));
     }
     else