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1. Access the "Mouse" Control Panel. One way to do this is by pressing Windows + R, entering main.cpl and pressing Enter.
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Accessing the Windows 8 "Mouse" Control Panel
2. When the "Mouse Properties" multi-tabbed dialog box appears, click the "Pointers" tab.
3. Near the bottom of the dialog box, check "Enable pointer shadow".
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Enabling the mouse pointer shadow in Windows 8.1
4. Click "OK" to close the dialog box.
This tip was written for Windows 8.1 running on a keyboard / mouse interface.
source from http://malektips.com/