Mesh Follow Mouse Cursor?

Hi, I am making a above-view zombie shooter, and I need the player to shoot in the direction of the mouse cursor. I have got a script for showing the mouse cursor, but how do I make a mesh follow it? Or to look at a different way, how do I make the cursor a mesh?

goran made a great video tutorial that covered this awhile ago.

if you want the gun on the center of camera more or less, you have just to a mouselook and parent the gun to the camera

Thank you all for such quick response.@Mobious video fixed the problem, and now the game works great! I am very happy with the results.

Thank you all,