[Win32] Fix leaks in Win32 Cursor property

[Win32] Fix leaks in Win32 Cursor property

GetIconInfo
(https://msdn.microsoft.com/en-us/library/windows/desktop/ms648070(v=vs.85).aspx)
creates bitmaps that must be deleted after the call to
CreateIconIndirect, which copies the bitmaps to the icon it creates.

bmpIcon created by Bitmap.GetHicon is now destroyed after being used.

The return value of SetCursor was used to retrieve the last cursor, as
it could have been set by another library (Some UI libraries change the
cursor using the .net Cursor) this could of leaked the cursor we created
and now lost track of. We now delete the handle we had set, not the one
returned by SetCursor.