Try or buy a new mouse.  Mouse settings are not controlled by bios. One thing to consider if you have a wireless mouse is dead batteries.

Mouse is fine under Windows, looks like DELL doesn´t like a Mouse Wheel in BIOS.

Not only can't you use wheel, or use mouse in ways you assume should work (click on scrollbar), the mouse driver at this level must be very primitive because other than using the cheap, wired, supplied-with pc Dell brand mouse, every other mouse I try - both wired and wireless - is nearly impossible to control - moves too fast or jumps all around, pretty much impossible to use, and the GUI BIOS design makes it very difficult (although not totally impossible) to navigate without mouse.