When I click Utilities > Options > Mouse I see a setting for the wheel and in the help file it says "Use the mouse wheel to scroll the document up and down ("Shift + mouse wheel" for left and right)"

The wheel does NOT work to scroll the document up and down. Any ideas how to fix this?

Moving the wheel left and right does move the page left and right (it is not necessary to use the shift key but it also works with the shift key).

My OS is Win7 Ultimate x64 and I have a Microsoft Wireless Optical 4000 mouse.