Is there a way to set Mouse Icon without needing a hopperbin or tool then changing the icon: ?

The way I'm reading this is that you want to set a new "default" cursor for your game, so if that's what you mean, this is what you could do:

In a local script

local Player=game.Players.LocalPlayer

local Mouse=Player:GetMouse()
Mouse.Icon="http://www.roblox.com/asset?id="..CursorID -- To be replaced with your cursor's image ID

That'll change the default cursor to whatever your cursor image is.