Use the test case below to reproduce the problem.

In this test we just add AWTEventListener to receive MOUSE_WHEEL_EVENT_MASK events. Uncomment Component.addMouseWheelListener to make sure that native events is coming.

Reproducible on Windows XP.

===================== TEST CASE ============================

import java.awt.*;
import java.awt.event.*;
import java.security.*;

public class simple{
    public static final void main(String args[]){
        Frame frame = new Frame("frame");
        Button button = new Button("button");

        frame.setLayout(new FlowLayout());
        frame.add(button);
/*
        button.addMouseWheelListener(new MouseAdapter(){
                public void mouseWheelMoved(MouseWheelEvent e){
                    System.out.println(e);
                }
            });
*/
        Toolkit.getDefaultToolkit().addAWTEventListener(new AWTEventListener() {
                public void eventDispatched(AWTEvent e) {
                    System.out.println(e);
                }
            }, InputEvent.MOUSE_EVENT_MASK | InputEvent.MOUSE_MOTION_EVENT_MASK | InputEvent.MOUSE_WHEEL_EVENT_MASK);

        frame.setBounds(100,100,100,100);
        frame.setVisible(true);
    }
}