CursorFX error message “associated error”

I have downloaded a good cursor from CursorFX.
It was working properly. But recently it is just disappeared and it shows the Windows default mouse pointer. It is only showing ‘Create Short Cut’ in the Control Panel > Programs section, so I am not able to uninstall and re-install the same.
When I am trying to open the CursorFX it shows me an error message. ‘It is not having an application associated with this as it is not able to perform the action. Kindly, install the application of if it is already installed please associate in Control Panel.’ I don’t know how to do it. Please help me to remove the application or guide me to create an association.
Thanks in advance.
