Do you know, I never thought about worrying if it would work with Linux - I just bought the cheapest cordless RF Optical wheel mouse I could find on my favourite dealers website.
It cost me 12GBP (Great British Pounds) from
www.dabs.com - that's what, $18 US? May not be much use to you if you aren't in the UK.
It plugged in worked AND it came with 2 NiMH AAA batteries, a charging lead (plugs into a USB port) and a real neat USB radio dongle and a USB extension lead so you don't have to keep reaching around the back of a desktop to "borrow" it for the notebook. It also has a PS2 adapter so the dongle can plug in to the PS2 mouse port (works fine with Mandrake 9.1).
It's made by A4Tech, (
www.a4tech.com), model RP-1535. It may or may not be so cheap elsewhere, but it does work just fine.
These days I'd expect just about any compatible wheel mouse to work, so maybe you can find something cheaper where you are - give it a go.
Terry