How to avoid (parasitic?) Scroll Wheel operation

Question

In my WinXP/VS2008 C# WinForm I have several NumericUpDown controls.
I do not use the Scroll Wheel event in my program and have no such event handler in my program at all.
In fact, the word ScrollWheel does not appear anywhere in any of my program's classes or methods.

Yet, when selecting any NumUpDown control the scrollwhell becomes active, which is nice, but the problem is that the ScrollWheel remains active even when the mouse is out of the form, anywhere on my desktop.
This is very irritating, and makes no sense.
I have no idea what activates the scrollwheel, and why is it active even when not on the specific control. 
Have anyone seen this before or knows how to avoid it ? (I still want the scrollwheel to be active when the control is selected only)
Thanks.