Originally Posted by jay73
You will need compiz.
Okay, installed compiz but didn't really know how or which effect to select to get it going
Originally Posted by ciotog
Yeah, sorry I thought it would accept the scroll wheel in the Keyboard Shortcuts settings, but it just scrolls the list.
You could use gconf to set it manually, the keys you want are apps/metacity/global_keybindings/switch_to_workspace_left and switch_to_workspace_right. The Value should be set to Button4 for mouse wheel up and Button5 for mouse wheel down.
I think this will only work for Ubuntu Jaunty though, as upstream Metacity doesn't seem to recognize buttons above 3 from what I can gather.
Or as jay73 says, switch window managers. Personally I'd use enlightenment over compiz.
ciotog, no need sorry, thanks for helping