I had same prob with day1 Sigma, got it working SoMeWhAt.
Background: Mousewheel worked perfectly in MXL for cycling continuously thru skills, both up/down & center button.
Lost all this v1 Sigma.
It came back one of the early patches after i deleted my .json cfg file (keybindings file) in Sigma dir.
You cant actually assign it to a skill in the in-game keybinding menu, but it DOES seem to associate mausewheel up/down & ctr button with 3 particular hotkey skills.
In other words it doesnt continuously cycle thru every skill, but it DOES let me at least select 1 skill for wheelUp, 1 for WheelDn, & 1 for CntrBtn... which is a godsend and enough to play the game with.
Mine is set for Skill 1 as A, Skill 2 as Z, Skill 3 as Q
Then dont forget to assign those Hotkeys to Skills by hovering over your Right/Left hand action squares.
This setting gets me UP/Down/Ctr, respectively.
Try these specific keybindings though, cuz other key assignments didnt work for me as expected.
Anyway, so thats what i mean by 'somewhat' working.
Thats how it is on my machine, anyway (Win7x64 Pro) w/Logitech USB 2.0 generic mouse driver.
Oh, and importantly--- I have to have game.exe selected in Compatibility Mode for WindowsXP-sp3.
Just tested again, and if I unselect Compat mode, I lose all the mousewheel function
Reselect Compat mode and restart game and mousewheel is back working.
Next time ur in game go into the keybinding menu and scroll ur mousewheel and see if you can hear the clicking sounds when you scroll it, even though you cant assign mousewheel directly. That might help us troubleshoot further if the above doesnt work.
Feel for you guys- i cant imagine playin without mousewheel !
Lemme know if this works....