The Microsoft Java Virtual Machine is now supported. This VM supports Swing 1.1.1 and therefore is useful for Java Applets. You need to sign your Applets to use the mousewheel and you need to copy the DLL to the clients system DLL path.
SourceForge is now the new home for JMouseWheel. The code has been re-released under the the Lesser GNU Public License. If anyone wants to implement Linux or Mac OS X support, or any other platform, please feel free to do so.