Is it possible to disable or trap mouse scroll wheel outside of a grid?

I'm running into an issue with a combo box and the mouse scroll wheel. Even if another field on the screen is currently selected, the user moving the mouse scroll wheel while the cursor is over a combo box, its value will change and I haven't been able to keep it from happening.

I thought that an Event/Exception "Other" procedure might catch the prev/next-wheel events documented for a paged list but those don't seem to be raised and I don't see a W$MOUSE option for it either. 

Was wondering if anyone has run into this before or if there is a work around I'm not thinking of?