There is no built-in configurable preference for it (afaik), but you may give a try to [url=http://sourceforge.net/projects/ingkcpos/]PSPad cursor enhancement[/url] extenstion. Not updated for some time, but functional.
-- <http://forum.pspad.com/read.php?2,59257,59259> PSPad freeware editor http://www.pspad.com
