My mouse cursor is invisible in the DOS environment

When playing dos games in Win XP, the mouse works but I can't see the cursor. Without the cursor, the mouse is as good as useless.

I tried the exclusive mouse mode but it doesn't work.
I would like to fiddle with autoexec and config though. Any suggestions on what commands to include?

Unless whatever DOS game you play actually uses the mouse, there wont be one. Instead, you have to use line commands.