It would be nice to be able to turn off volume changing via scroll-wheel. With the rare exception, I keep all volume to 100% as I have read that software-side volume reduction can reduce audio quality. I use the physical controls on my speakers and / or audio interface to change volume instead. When scrolling through the items in my system tray, I often inadvertently change the volume when my pointer happens to pass the volume control applet, meaning that I have to find it again and reset it to 100%. An option to turn the feature off would solve this, while keeping the applet available for those rare occasions when I do need to use it.
Unfortunately there is no interest in adding such a niche option.