My solution was simple. I used the original code for the VB6 IDE mouse wheel fix and instead of giving the Parent Window Hwnd i give it the Hwnd of the grid from Form_Load.

////////// modMouseWheel/////////////////////////////
Option Explicit

Declare Function EnumChildWindows Lib "user32" (ByVal hWndParent _
As Long, ByVal lpEnumFunc As Long, ByVal lParam As Long) As Long

Declare Function EnumThreadWindows Lib "user32" (ByVal dwThreadId _
As Long, ByVal lpfn As Long, ByVal lParam As Long) As Long

Declare Function GetClassName Lib "user32" Alias "GetClassNameA" _
(ByVal hwnd As Long, ByVal lpClassName As String, _
ByVal nMaxCount As Long) As Long

Declare Function GetWindowText Lib "user32" Alias "GetWindowTextA" _
(ByVal hwnd As Long, ByVal lpString As String, _
ByVal cch As Long) As Long

Public Declare Function GetCurrentThreadId Lib "kernel32" () As Long

Public Declare Function CallWindowProc Lib "user32" Alias _
"CallWindowProcA" _
(ByVal lpPrevWndFunc As Long, ByVal hwnd As Long, ByVal msg As Long, _
ByVal wParam As Long, ByVal lParam As Long) As Long

Public Declare Function SetWindowLong Lib "user32" Alias "SetWindowLongA" _
(ByVal hwnd As Long, ByVal nIndex As Long, ByVal dwNewLong As Long) _
As Long

Public Declare Function SendMessage Lib "user32" Alias "SendMessageA" _
(ByVal hwnd As Long, ByVal wMsg As Long, ByVal wParam As _
Long, ByVal lParam As Long) As Long

Public Declare Function WindowFromPointXY Lib "user32" _
Alias "WindowFromPoint" (ByVal xPoint As Long, _
ByVal yPoint As Long) As Long

Private Declare Function SystemParametersInfo Lib "user32" _
Alias "SystemParametersInfoA" _
(ByVal uAction As Long, _
ByVal uParam As Long, _
lpvParam As Any, _
ByVal fuWinIni As Long) As Long

Public Declare Function PostMessage Lib "user32" Alias "PostMessageA" (ByVal hwnd As Long, ByVal wMsg As Long, ByVal wParam As Long, ByVal lParam As Long) As Long
Public Declare Function WindowFromPoint Lib "user32" (pt As POINTAPI) As Long
Public Declare Function GetWindowInfo Lib "user32" (ByVal hwnd As Long, ByRef pwi As WINDOWINFO) As Boolean

Public Declare Function LoadLibrary Lib "kernel32" Alias "LoadLibraryA" (ByVal lpLibFileName As String) As Long
Public Declare Function FreeLibrary Lib "kernel32" Alias "FreeLibraryA" (ByVal hLibrary As Long) As Boolean

Private Type RECT
Left As Long
Top As Long
Right As Long
Bottom As Long
End Type

Private Type WINDOWINFO
cbSize As Long
rcWindow As RECT
rcClient As RECT
dwStyle As Long
dwExStyle As Long
cxWindowBorders As Long
cyWindowBorders As Long
atomWindowtype As Long
wCreatorVersion As Long
End Type

Private Type POINTAPI
x As Long
Y As Long
End Type

Private Type MOUSEHOOKSTRUCT
pt As POINTAPI
hwnd As Long
wHitTestCode As Long
dwExtraInfo As Long
End Type

Private Type MSLLHOOKSTRUCT
pt As POINTAPI
mouseData As Long
flags As Long
time As Long
dwExtraInfo As Long
End Type

Private Const WM_MOUSEWHEEL = &H20A
Private Const WM_MBUTTONUP = &H208
Private Const WM_MBUTTONDOWN = &H207
Private Const WM_MBUTTONDBLCLK = &H209
Private Const WM_LBUTTONDOWN = &H201
Private Const WM_LBUTTONUP = &H202
Private Const WM_RBUTTONUP = &H205

Private Const MK_LBUTTON = &H1
Private Const MK_MBUTTON = &H10
Private Const MK_RBUTTON = &H2

Public Const WH_MOUSE = 7
Private Const WHEEL_DELTA = 120

Private Const WM_VSCROLL = &H115
Private Const WM_USER As Long = &H400
Private Const WM_SOMETHING = WM_USER + 3139

Public Const GWL_WNDPROC = -4
Public Const WH_MOUSE_LL = 14

Public Const SB_LINEUP = 0
Public Const SB_LINELEFT = 0
Public Const SB_LINEDOWN = 1
Public Const SB_LINERIGHT = 1
Public Const SB_ENDSCROLL = 8
Public Const WS_VISIBLE = &H10000000
Public Const SBS_VERT = 1
Public Const SBS_HORZ = 0
Public Const WM_HSCROLL = &H114
Public Const SPI_GETWHEELSCROLLLINES = 104

Public Enum mButtons
LBUTTON = &H1
MBUTTON = &H10
RBUTTON = &H2
End Enum

Public Const REG_SZ As Long = 1
Public Const REG_DWORD As Long = 4

Public Const HKEY_CLASSES_ROOT = &H80000000
Public Const HKEY_CURRENT_USER = &H80000001
Public Const HKEY_LOCAL_MACHINE = &H80000002
Public Const HKEY_USERS = &H80000003

Public Const ERROR_NONE = 0
Public Const ERROR_BADDB = 1
Public Const ERROR_BADKEY = 2
Public Const ERROR_CANTOPEN = 3
Public Const ERROR_CANTREAD = 4
Public Const ERROR_CANTWRITE = 5
Public Const ERROR_OUTOFMEMORY = 6
Public Const ERROR_ARENA_TRASHED = 7
Public Const ERROR_ACCESS_DENIED = 8
Public Const ERROR_INVALID_PARAMETERS = 87
Public Const ERROR_NO_MORE_ITEMS = 259

Public Const KEY_QUERY_VALUE = &H1
Public Const KEY_SET_VALUE = &H2
Public Const KEY_ALL_ACCESS = &H3F

Public Const REG_OPTION_NON_VOLATILE = 0

Declare Function RegCloseKey Lib "advapi32.dll" _
(ByVal hKey As Long) As Long

Declare Function RegCreateKeyEx Lib "advapi32.dll" Alias _
"RegCreateKeyExA" (ByVal hKey As Long, ByVal lpSubKey As String, _
ByVal Reserved As Long, ByVal lpClass As String, ByVal dwOptions _
As Long, ByVal samDesired As Long, ByVal lpSecurityAttributes _
As Long, phkResult As Long, lpdwDisposition As Long) As Long

Declare Function RegOpenKeyEx Lib "advapi32.dll" Alias _
"RegOpenKeyExA" (ByVal hKey As Long, ByVal lpSubKey As String, _
ByVal ulOptions As Long, ByVal samDesired As Long, phkResult As _
Long) As Long

Declare Function RegQueryValueExString Lib "advapi32.dll" Alias _
"RegQueryValueExA" (ByVal hKey As Long, ByVal lpValueName As _
String, ByVal lpReserved As Long, lpType As Long, ByVal lpData _
As String, lpcbData As Long) As Long

Declare Function RegQueryValueExLong Lib "advapi32.dll" Alias _
"RegQueryValueExA" (ByVal hKey As Long, ByVal lpValueName As _
String, ByVal lpReserved As Long, lpType As Long, lpData As _
Long, lpcbData As Long) As Long

Declare Function RegQueryValueExNULL Lib "advapi32.dll" Alias _
"RegQueryValueExA" (ByVal hKey As Long, ByVal lpValueName As _
String, ByVal lpReserved As Long, lpType As Long, ByVal lpData _
As Long, lpcbData As Long) As Long

Declare Function RegSetValueExString Lib "advapi32.dll" Alias _
"RegSetValueExA" (ByVal hKey As Long, ByVal lpValueName As String, _
ByVal Reserved As Long, ByVal dwType As Long, ByVal lpValue As _
String, ByVal cbData As Long) As Long

Declare Function RegSetValueExLong Lib "advapi32.dll" Alias _
"RegSetValueExA" (ByVal hKey As Long, ByVal lpValueName As String, _
ByVal Reserved As Long, ByVal dwType As Long, lpValue As Long, _
ByVal cbData As Long) As Long

Dim nKeys As Long, Delta As Long, XPos As Long, YPos As Long
Dim OriginalWindowProc As Long
Dim pthWnd As Long
Dim lLineNumbers As Long
Dim MainWindowHwnd As Long ' Main IDE window handle
Dim bHook As Boolean
Dim sLib As String
Dim hLib As Long

Public Function WindowProc(ByVal hwnd As Long, ByVal uMsg As Long, _
ByVal wParam As Long, ByVal lParam As Long) _
As Long
Select Case uMsg
Case WM_MOUSEWHEEL
nKeys = wParam And 65535
Delta = wParam / 65536 / WHEEL_DELTA

XPos = LowWord(lParam)
YPos = HighWord(lParam)

pthWnd = WindowFromPointXY(XPos, YPos)

' Get the scroll bar for this window and send the vscroll to it
Dim lret As Long
lret = EnumChildWindows(pthWnd, AddressOf EnumChildProc, lParam)

End Select

If OriginalWindowProc <> 0 Then
WindowProc = CallWindowProc(OriginalWindowProc, hwnd, uMsg, wParam, lParam)
End If
End Function

Public Sub UnHook(ByVal hwnd As Long)

'Ensures that you don't try to unsubclass the window when
'it is not subclassed.
If OriginalWindowProc = 0 Then Exit Sub

'Reset the window's function back to the original address.
Dim hr As Long
hr = SetWindowLong(hwnd, GWL_WNDPROC, OriginalWindowProc)
If hr <> 0 Then
OriginalWindowProc = 0
bHook = False
Else
Debug.Print "Unable to unhook: SetWindowLong returns " & vbCrLf & hr & vbCrLf & Err.LastDllError
End If

End Sub
'Public Sub WheelHook(ByVal hwnd As Long)
' On Error Resume Next
' SetProp hwnd, "PrevWndProc", SetWindowLong(hwnd, GWL_WNDPROC, AddressOf WindowProc)
'End Sub
Public Sub Hook(ByVal hwnd As Long)'was Hook() but we need to send hwnd of grid
On Error GoTo Error

' GetLine Numbers
SystemParametersInfo SPI_GETWHEELSCROLLLINES, 0, lLineNumbers, 0

' Adjust just in case, otherwise we'll never get the scroll notification.
If lLineNumbers = 0 Then
lLineNumbers = 1
End If

'Then add the hwnd below
OriginalWindowProc = SetWindowLong(hwnd, GWL_WNDPROC, AddressOf WindowProc)

' Set a flag indicating that we are hooking
bHook = True

' Find out where we live on the filesystem
Dim lRetVal As Long
Dim sKeyName As String
Dim sValue As String
sKeyName = "CLSID\{B84F8C6E-BDDE-4384-9946-82EEE7F81D48}\InprocServer32"
sValue = QueryValue(sKeyName, "")

' If we found where we live let's increase our ref count so we can do our own cleanup later
If Len(sValue) > 0 Then
sLib = sValue
hLib = LoadLibrary(sLib)
End If

Exit Sub

Error:
Debug.Print "Unable to set hook: " & vbCrLf & Err.Description & vbCrLf & Err.LastDllError
End Sub

Function EnumChildProc(ByVal lhWnd As Long, ByVal lParam As Long) _
As Long
Dim RetVal As Long
Dim WinClassBuf As String * 255, WinTitleBuf As String * 255
Dim WinClass As String, WinTitle As String
Dim WinRect As RECT
Dim WinWidth As Long, WinHeight As Long

RetVal = GetClassName(pthWnd, WinClassBuf, 255)
WinClass = StripNulls(WinClassBuf) ' remove extra Nulls & spaces
RetVal = GetWindowText(lhWnd, WinTitleBuf, 255)
WinTitle = StripNulls(WinTitleBuf)

' see the Windows Class and Title for each Child Window enumerated
'Debug.Print " hWnd = " & Hex(lhWnd) & " Child Class = "; WinClass; ", Title = "; WinTitle
' You can find any type of Window by searching for its WinClass
Dim lret As Long
Dim i As Long

' Since we can have split windows we need to figure out which scroll bar to move.
' We can do this by comparing the Y position of the cursor against the vertical scrollbars
' that are children of the current window
Dim wi As WINDOWINFO
wi.cbSize = Len(wi)
If GetWindowInfo(lhWnd, wi) And WinClass <> "MDIClient" Then
If IsVerticalScrollBar(lhWnd) = True And wi.rcWindow.Top YPos Then ' TextBox Window

If Delta > 0 Then ' Scroll Up
Do While i
lret = PostMessage(pthWnd, WM_VSCROLL, SB_LINEUP, lhWnd)
i = i + 1
Loop
Else ' Scroll Down
Do While i > Delta * lLineNumbers
lret = PostMessage(pthWnd, WM_VSCROLL, SB_LINEDOWN, lhWnd)
i = i - 1
Loop
End If
ElseIf IsHorizontalScrollBar(lhWnd) = True Then
If Delta > 0 Then ' Scroll Left
Do While i
lret = PostMessage(pthWnd, WM_HSCROLL, SB_LINELEFT, lhWnd)
i = i + 1
Loop
Else ' Scroll Right
Do While i > Delta * lLineNumbers
lret = PostMessage(pthWnd, WM_HSCROLL, SB_LINERIGHT, lhWnd)
i = i - 1
Loop
End If
End If
End If

EnumChildProc = bHook ' Continue enumerating the windows based on whether we are hooking or not

' It's possible that the addin has already been requested to unload and in such a case we will call free library on ourselves
' to reduce our ref count since we incremented it on our own so we can do a clean shutdown
If Not bHook Then
If Not FreeLibrary(hLib) Then
Debug.Print "Unable to FreeLibrary: " & Err.Number & vbCrLf & Err.LastDllError
End If
End If

End Function

Public Function StripNulls(OriginalStr As String) As String
' This removes the extra Nulls so String comparisons will work
If (InStr(OriginalStr, Chr(0)) > 0) Then
OriginalStr = Left(OriginalStr, InStr(OriginalStr, Chr(0)) - 1)
End If
StripNulls = OriginalStr
End Function

Public Function IsVerticalScrollBar(hwnd As Long) As Boolean

' Check the style of the window specified by hWnd to see if it's a vertical scrollbar

Dim wi As WINDOWINFO
wi.cbSize = Len(wi)

If GetWindowInfo(hwnd, wi) Then
If (wi.dwStyle And WS_VISIBLE) > 0 And (wi.dwStyle And SBS_VERT) > 0 Then
IsVerticalScrollBar = True
Exit Function
End If
End If

IsVerticalScrollBar = False

End Function

Public Function IsHorizontalScrollBar(hwnd As Long) As Boolean

' Check the style of the window specified by hWnd to see if it's a horizontal scrollbar

Dim wi As WINDOWINFO
wi.cbSize = Len(wi)

If GetWindowInfo(hwnd, wi) Then
If (wi.dwStyle And WS_VISIBLE) > 0 And (wi.dwStyle And SBS_HORZ) > 0 Then
IsHorizontalScrollBar = True
Exit Function
End If
End If

IsHorizontalScrollBar = False

End Function

Private Function QueryValue(sKeyName As String, sValueName As String) As Variant
Dim lRetVal As Long 'result of the API functions
Dim hKey As Long 'handle of opened key
Dim vValue As Variant 'setting of queried value

lRetVal = RegOpenKeyEx(HKEY_CLASSES_ROOT, sKeyName, 0, KEY_QUERY_VALUE, hKey)
lRetVal = QueryValueEx(hKey, sValueName, vValue)
RegCloseKey (hKey)

QueryValue = vValue
End Function

Public Function SetValueEx(ByVal hKey As Long, sValueName As String, lType As Long, vValue As Variant) As Long
Dim lValue As Long
Dim sValue As String
Select Case lType
Case REG_SZ
sValue = vValue & Chr$(0)
SetValueEx = RegSetValueExString(hKey, sValueName, 0&, lType, sValue, Len(sValue))
Case REG_DWORD
lValue = vValue
SetValueEx = RegSetValueExLong(hKey, sValueName, 0&, lType, lValue, 4)
End Select
End Function

Function QueryValueEx(ByVal lhKey As Long, ByVal szValueName As String, vValue As Variant) As Long
Dim cch As Long
Dim lrc As Long
Dim lType As Long
Dim lValue As Long
Dim sValue As String

On Error GoTo QueryValueExError

' Determine the size and type of data to be read
lrc = RegQueryValueExNULL(lhKey, szValueName, 0&, lType, 0&, cch)
If lrc <> ERROR_NONE Then Error 5

Select Case lType
' For strings
Case REG_SZ:
sValue = String(cch, 0)

lrc = RegQueryValueExString(lhKey, szValueName, 0&, lType, _
sValue, cch)
If lrc = ERROR_NONE Then
vValue = Left$(sValue, cch - 1)
Else
vValue = Empty
End If
' For DWORDS
Case REG_DWORD:
lrc = RegQueryValueExLong(lhKey, szValueName, 0&, lType, _
lValue, cch)
If lrc = ERROR_NONE Then vValue = lValue
Case Else
'all other data types not supported
lrc = -1
End Select

QueryValueExExit:
QueryValueEx = lrc
Exit Function

QueryValueExError:
Resume QueryValueExExit
End Function

Private Function LowWord(ByVal inDWord As Long) As Integer
LowWord = inDWord And &H7FFF&
If (inDWord And &H8000&) Then LowWord = LowWord Or &H8000
End Function

Private Function HighWord(ByVal inDWord As Long) As Integer
HighWord = LowWord(((inDWord And &HFFFF0000) \ &H10000) And &HFFFF&)
End Function

///////////////////////////////////////


Lastly, add

Call Hook(yourgridsname.hwnd)

to the bottom of Form_Load for each grid you want to capture the scroll event then compile and your mouse wheel will work.

Happy programming.

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