This thread reminded me of a "Go To Sheet" selector that I develop a few years ago now, and while it does not provide for mouse wheel scrolling, I still think the readers of this thread might be interested in seeing it. What that control does is filter the list of sheet names to only those that begin with the letters typed into an edit field... and I just posted it in my sub-forum (Rick Rothstein's Corner) here on ExcelFox. The article and associated files are located here...

A Neat "Go To Sheet" Selector