Here is how to fix the mouse pointer inside your Skyrim game after you use Alt-Tab:
Windows 7 (Vista or XP):
Click Start Menu,
Inside your Start Menu, click Control Panel,
Set up your control panel theme so that it is organized in small icons,
Click the text that says Mouse,
In the menu on the top of the page click Pointers,
On the bottom of that page, there should be a option that says "Allow themes to change mouse pointers", you're are going to want to uncheck that box,
Click Apply,
Now click Okay,
You should now be able to Alt-Tab Skyrim without there being a mouse pointer popping up inside you game!
Windows 8:
Open up your Start Menu,
Inside your search bar type, "Control Panel",
Set up your control panel theme so that it is organized in small icons,
Click Mouse,
In the menu on the top of the page click Pointers,
On the bottom of that page, there should be a option that says "Allow themes to change mouse pointers", you're are going to want to uncheck that box,
Click Apply,
Now click Okay,
You should now be able to Alt-Tab Skyrim without there being a mouse pointer popping up inside you game!