Hi KittyXgamer. Are you trying to spawn the object at mouse location and have it stay where it spawns or do you want the object to spawn and follow the mouse? I'm going to add a few images. Hope this helps.
Update: I just read your post again. If you're trying to set the mouse cursor to a different image depending on what key you hit please let me know I can help with that too.
The disabled portion is only if you want it to pin to the mouse.
The next 1 is in case you are looking to create the same sprite but different frames of animation depending on which key you hit. Let me know if I can help further.