However, I believe I've solved my problem.
The short version is that, when Windows Narrator is running, the Emacs
22 cursor becomes a 1-pixel wide vertical bar, and Emacs 22 has no
control over it. Emacs 21 doesn't seem to behave like this. At least,
that's what seems to happen on this machine.
I had a suspicion it would be some sort of Windows setting giving me
grief, because as I noted before, this bar cursor problem wasn't evident
on the other Windows XP machines I tried. I don't use narrator, but for
some reason it was "running" without showing the normal dialog box or
making any sounds which might have alerted me to its presence. Anyhow,
problem solved.