Jakob Nielson brings up one of my pet peeves with using scroll wheels on forms in his latest Alertbox
(although I just tried this with Opera, Safari and IE7 and didn't reproduce this- did we solve this problem already?):
Sites offer drop-downs for state abbreviations under the theory that doing so prevents input errors. But that's not true: menus are more error prone than typing because the mouse scroll wheel often makes users inadvertently change the state field's content after they've moved their gaze elsewhere on the screen. In contrast, everybody knows how to type their own state's two letters, and it's always faster to enter this information through the keyboard than the mouse.
I hate it when your browser's focus is still on the select box, but your
focus is on the page and you start scrolling the wheel to move down the page and you change your selection instead.
I don't know if I've set up my browser to not do that, or if the current generation of browsers all solved this problem- but I still feel the caution when I'm using a select box- I consciously click back onto the page to focus it instead of the select box before moving on.