Hold down the CTRL key and scroll the mouse.Unfortunately, there are times when you can't scroll, or scrolling doesn't get interpreted correctly. Working inside a virtual machine is one of those times; working by remote can be another. Luckily, the Windows API allows a programmer to "simulate" a scroll-wheel in code, bypassing the need for a physical scroll wheel.
The Jamie Morrison over at the ether published a small console program that can do just that: programmatic simulation of scroll-wheel events. See their Knowledgebase article for more information.
Update: In the event that the links above ever go dead, here's the version that was available on 12-June-2012