Wait, by cursor, do you mean that you are mousing over it without pressing the mouse button, or do you mean that you are moving through the messages by keyboard or otherwise, and that message gets highlighted in blue? If the latter, then this is not a bug. It's the normal operation.
In Outlook, there's a preview pane setting that allows you to select how messages viewed in the preview pane become "read" -- i.e. after a time delay or after they lose focus.
In Mail, I'm not aware of an option like this. However, if the preview pane is turned OFF (drag it all the way down or double click on the separator bar), then the message should not become read unless you actually open it (i.e. in a separate window).
Does that help at all?