Add TApplicationEvents component into the main form
Add the below code for **TApplicationEvents.OnMessage**

<code>
procedure Tformmain.aplctnvnts1Message(var Msg: tagMSG;
  var Handled: Boolean);
var i: SmallInt;
begin
   if Msg.message = WM_MOUSEWHEEL then begin
     Msg.message := WM_KEYDOWN;
     Msg.lParam  := 0;
     i := HiWord(Msg.wParam) ;
     if i > 0 then Msg.wParam := VK_UP
              else Msg.wParam := VK_DOWN;
     Handled := False;
   end;
end;
</code>