Convert cur to xnb

Download and install the latest version of Filestar.
Right click on one or more Cur file(s) on your desktop and select Convert with Filestar.
Type convert to xnb in the search box.
Press Convert.

What is the difference between .cur and .xnb?

Name: Windows Cursor; XNA Game Studio Texture
Extension: .cur; .xnb
Format: Binary; Binary
Category: Developer; Raster Image
Developer: Microsoft
Description: A CUR file is a cursor image or animation used for the Windows mouse pointer. It may be an arrow (for general use), a spinning hourglass (for waiting periods), or an I-bar (for text editing).
MIME Type: application/octet-stream; image/x-xna-texture
Sample: sample.cur
Wikipedia: .cur on Wikipedia