Apparently my Previous Post with information about how to make the mousewheel work in Visual Basic 6 also applies to Visual Basic For Applications. You have to make a few registry entries for it to work, though.
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\VBA\VBE\6.0\Addins\VB6IDEMouseWheelAddin.Connect]
"FriendlyName"="MouseWheel Fix"
"CommandLineSafe"=dword:00000000
"LoadBehavior"=dword:00000000
Many thanks to Robert Gruen for this information.