The cross hair is a sprite if I'm not mistaken. You can make your own and put it in there or get one thats already made. Look in the Misc. section of the boards how to make sprites and put them in your ESF folder is in there as well as some crosshairs to download.
If you are just looking for a different one and not a better one just use this.
To replace the existing one you need WINRAR www.rarlabs.com, Then download the one above and go to: My Computer>C drive>program files>Valve>Steam>Steam apps> Half life>esf>sprites. and then just drag the file into that folder and it will work. You might want to make a copy of the sprite you are replacing because once you replace it in that folder then its gone so if you just move the original to your desktop or something that will work too. That sprite i made sucks but i just made it in 1 minute with photoshops normal target sign because you wanted a different one. Otherwise just download one from esf-world. and replace it how i told you to above.
ps: you might not want to use that one i made above because I havent even tried it and you probably cant see where you are aiming so... you probably wont want to use it.