Windows is actually kind of inconsistent. In IE the scroll wheel always scrolls the area the mouse is over, in fact that seems to be the case for a lot of programs except Windows Explorer. I find myself being frustrated by it on a regular basis because I
often want to scroll the folder tree when the file list is the active control. The most annoying thing about it is that the only way to make the tree view the active control is to actually select a folder, so if you don't want to change the folder being displayed
in the file list area you have to click on the currently selected folder which is a relatively small area of the screen (if it's even visible at the current scroll offset).