Not sure what your click will take you to? Try Link Alert, it overlays a small icon to the mouse cursor to provide more details on what you are clicking on.
By default it can identify applications, BitTorrents, Excel and Word documents, images, JavaScript files and scripts, extensions (XPI), music, PDF, text, registry entires (.reg), video, text and music files, zip archives and FTP, email, and AIM protocols. Plus it also notes when a link goes to an external, internal, secure or non secure website, or when it will open a new window or points to an RSS feed.

You can add more file extensions, protocols and associate them to custom icons to overlay the  default mouse cursor. Among advanced options, you can define the file type/protocol icon exact position and its size.