You didn't state the version of Windows you were using. My test with Windows 7. The Window will scroll as long as there is a scroll bar with focus on the window. For example a portal with scroll bars will scroll with the button unless the portal dosen't have focus the records will scroll. Your mouse driver may have setting for the scroll button that you can change. My driver only let me change the speed. I believe this is operation system behavior and can't really be changed.
I'm doing this through Citrix. The Windows version is Windows 2003 Server.