Sorry, you can't change the cursors, but a workaround is to enlarge the canvas: When you have an irrelevant area all around your "final" canvas area, you can paint outside that final border. Once you're done editing, crop the image to the intended final size, thereby deleting all that excess area you needed for the wide brushes.
The "center" position of a mouse cursor is called the "hotspot". You can't change the hotspot of an application's built-in custom cursors like brush cursors.
The only way to modify the hotspot is to create your own cursor and have the application use that cursor instead. This is how all the fancy Windows cursors are made, and this works because Windows allows you to specify which cursors to use for what. PSP doesn't offer this feature, so you're stuck with the cursors as they are.