[NumLock]

через перехват WM_MOUSEWHEEL:

Код:

type
  TButton = class(StdCtrls.TButton)
  private
    FMouseWheelEvent: TNotifyEvent;
  protected
    procedure WMMOUSEWHEEL(var Message: TMessage); message WM_MOUSEWHEEL;
  published
    property OnMouseWheelEvent: TNotifyEvent read FMouseWheelEvent write FMouseWheelEvent;
  end;

  TForm1 = class(TForm)
    Button1: TButton;
    procedure FormCreate(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
    procedure MouseWheelEventHandler(Sender: TObject);
  end;
...
{ TButton }

procedure TButton.WMMOUSEWHEEL(var Message: TMessage);
begin
  inherited;
  if Assigned(FMouseWheelEvent) then FMouseWheelEvent(Self);
end;

{ TForm1 }

procedure TForm1.FormCreate(Sender: TObject);
begin
  Button1.OnMouseWheelEvent:=MouseWheelEventHandler;
end;

procedure TForm1.MouseWheelEventHandler(Sender: TObject);
begin
  Windows.Beep(1000, 250);
end;

только вот с TSpeedButton проблема - это не окно!!!

Код:

  TSpeedButton = class(Buttons.TSpeedButton)
  public
    procedure MouseWheelHandler(var Message: TMessage); override;
  end;
...
{ TSpeedButton }

procedure TSpeedButton.MouseWheelHandler(var Message: TMessage);
begin
  inherited;
  Windows.Beep(1000, 250);
end;

работает когда на кнопке мышь нажата и крутится колесо.