is quite possible in PowerPoint 2003, once you have your screenshot on a slide.
1. Create your mouse pointer by inserting an appropriate auto shape at the point on the slide where you want the mouse pointer to start.
2. Now go to Slide show/custom animation
3. Select 'Add effect'and select 'Motion paths'
4. Select 'Draw custom path' and then 'Line'
5. Draw the line to the point where you want the mouse to finish, and then click.
Now, when you run the slide show you'll see exactly the effect that you want.
By experimenting with the various custom settings you'll find that you can create an excellent animated tutorial with PowerPoint, but be prepared to invest some time in fine-tuning the effects.