If you're not using MVVM it's a bit of a nuisance:
http://dotnet.dzone.com/articles/neat-way-set-cursor-wpf
Maybe you want to bind this one thing even if you're not using MVVM anyhow.
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If you're using MVVM:
Define a public property of type cursor on your window viewmodel.
Bind to that:
<Window Cursor="{Binding GameCursor}"
You can then set whichever cursor you like in your viewmodel.
IIRC that will override the default whilst the cursor is over that window.
You can also do this at panel level if wanted so the piece appears only over some panel which could hold the board or board plus some controls or whatever.
If you're thinking "but how do I new up a cursor???" read this and follow the links:
http://stackoverflow.com/questions/46805/custom-cursor-in-wpf
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