VERY IMPORTANT....

IF you already have a crosshair.spr in your Valve/Sprite folder...
RENAME it Now---Before you add this one....

Example: change your exsisting crosshair.spr  to  crosshair1.spr
         then put this new crosshair.spr into your Valve/Sprite folder

IF this is your first time adding custom crosshairs....
then you should not have a crosshair.spr file....

so just add this to your sprite folder....