Not, a quite very easy, but anyway.
You can see the output of control rendering, it creates a style for image.
For example at http://www.9rays.net/asp.net_2/treeview/Demo_Office2003.aspx (according to FireBug debugger) it uses nrf0220-0 for expand/collapse images. You can simply create an additional style rule like:
img.nrf0220-0 {cusror: pointer}
Alternatively, if you have control source code, you can simply modify its internal style for expand/collapse images.