In the Control Panel, Mouse applet, you can change what scrolling the
mouse wheel does, and what the middle button does.. the scroll wheel is
a button too on most mouse devices. See if changing either of these
functions helps.
A thing to check: make sure the mouse isn't active in any of the dialogue
boxes before operating the wheel. Do this by left clicking it on a blank area
of the web page. I used to do this all the time, and end up jumping forums
etc.