If you double-click, it's loaded into notepad or a similar external program. I assume by bottom-right you mean the status and error/transfer-window (depending on your choice). Both scroll here, so I still can't explain your situation. It's just not logical that you're able to scroll some windows and not others.
Anyone?
As an after-thought.. Are you positive you don't have anything installed that's interfering with the wheel-mouse behaviour? It's almost as if yours is unable to detect it's in the window.
Try tapping the wheel, then move the mouse in any direction (tapping locks in the scroll-function, but I assume you knew that).